BNP Paribas Call 45 UNVB 20.09.2024
/ DE000PC1LD34
BNP Paribas Call 45 UNVB 20.09.20.../ DE000PC1LD34 /
| 2024-05-07 9:17:22 AM |
Chg.+0.010 |
Bid5:48:02 PM |
Ask5:48:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.440EUR |
+2.33% |
0.450
Bid Size: 6,667 |
0.490
Ask Size: 6,123 |
UNILEVER PLC LS-,0... |
45.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
PC1LD3 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
UNILEVER PLC LS-,031111 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-11 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
11.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.43 |
| Intrinsic value: |
0.30 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.17 |
| Parity: |
0.30 |
| Time value: |
0.13 |
| Break-even: |
49.30 |
| Moneyness: |
1.07 |
| Premium: |
0.03 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.03 |
| Spread %: |
7.50% |
| Delta: |
0.79 |
| Theta: |
-0.01 |
| Omega: |
8.82 |
| Rho: |
0.13 |
Quote data
| Open: |
0.440 |
| High: |
0.440 |
| Low: |
0.440 |
| Previous Close: |
0.430 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.00% |
| 1 Month |
|
|
+120.00% |
| 3 Months |
|
|
+51.72% |
| YTD |
|
|
+120.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.440 |
0.400 |
| 1M High / 1M Low: |
0.440 |
0.150 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-05-03 |
0.440 |
| Low (YTD): |
2024-01-22 |
0.140 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.425 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.254 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
276.06% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
