BNP Paribas Call 48 PRY 19.09.2024
/ DE000PC8G3J9
BNP Paribas Call 48 PRY 19.09.202.../ DE000PC8G3J9 /
| 2024-05-15 9:20:49 PM |
Chg.+0.060 |
Bid2024-05-15 |
Ask2024-05-15 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.990EUR |
+6.45% |
0.990
Bid Size: 5,000 |
1.040
Ask Size: 5,000 |
PRYSMIAN |
48.00 EUR |
2024-09-19 |
Call |
Master data
| WKN: |
PC8G3J |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
PRYSMIAN |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
48.00 EUR |
| Maturity: |
2024-09-19 |
| Issue date: |
2024-04-17 |
| Last trading day: |
2024-09-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.90 |
| Intrinsic value: |
0.78 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.26 |
| Parity: |
0.78 |
| Time value: |
0.24 |
| Break-even: |
58.20 |
| Moneyness: |
1.16 |
| Premium: |
0.04 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.05 |
| Spread %: |
5.15% |
| Delta: |
0.79 |
| Theta: |
-0.02 |
| Omega: |
4.33 |
| Rho: |
0.12 |
Quote data
| Open: |
0.970 |
| High: |
1.000 |
| Low: |
0.930 |
| Previous Close: |
0.930 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+50.00% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.950 |
0.660 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.856 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
