BNP Paribas Call 48 GM 20.09.2024/  DE000PC610N9  /

Frankfurt Zert./BNP
2024-06-03  12:50:29 PM Chg.+0.010 Bid2024-06-03 Ask2024-06-03 Underlying Strike price Expiration date Option type
0.160EUR +6.67% 0.160
Bid Size: 32,000
0.170
Ask Size: 32,000
General Motors Compa... 48.00 USD 2024-09-20 Call
 

Master data

WKN: PC610N
Issuer: BNP PARIBAS
Currency: EUR
Underlying: General Motors Company
Type: Warrant
Option type: Call
Strike price: 48.00 USD
Maturity: 2024-09-20
Issue date: 2024-03-21
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 25.91
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.26
Parity: -0.28
Time value: 0.16
Break-even: 45.83
Moneyness: 0.94
Premium: 0.11
Premium p.a.: 0.40
Spread abs.: 0.01
Spread %: 6.67%
Delta: 0.39
Theta: -0.01
Omega: 10.14
Rho: 0.04
 

Quote data

Open: 0.150
High: 0.160
Low: 0.140
Previous Close: 0.150
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+33.33%
1 Month
  -15.79%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.150 0.080
1M High / 1M Low: 0.200 0.080
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.108
Avg. volume 1W:   0.000
Avg. price 1M:   0.155
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   255.94%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -