BNP Paribas Call 50 PRY 19.09.2024
/ DE000PC8G3H3
BNP Paribas Call 50 PRY 19.09.202.../ DE000PC8G3H3 /
| 2024-06-04 3:51:56 PM |
Chg.-0.12 |
Bid7:17:16 PM |
Ask7:17:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.04EUR |
-10.34% |
1.05
Bid Size: 5,000 |
1.10
Ask Size: 5,000 |
PRYSMIAN |
50.00 EUR |
2024-09-19 |
Call |
Master data
| WKN: |
PC8G3H |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
PRYSMIAN |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
50.00 EUR |
| Maturity: |
2024-09-19 |
| Issue date: |
2024-04-17 |
| Last trading day: |
2024-09-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.09 |
| Intrinsic value: |
1.01 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.25 |
| Parity: |
1.01 |
| Time value: |
0.21 |
| Break-even: |
62.20 |
| Moneyness: |
1.20 |
| Premium: |
0.04 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.05 |
| Spread %: |
4.27% |
| Delta: |
0.82 |
| Theta: |
-0.02 |
| Omega: |
4.05 |
| Rho: |
0.11 |
Quote data
| Open: |
1.03 |
| High: |
1.04 |
| Low: |
1.03 |
| Previous Close: |
1.16 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.13% |
| 1 Month |
|
|
+131.11% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.24 |
0.98 |
| 1M High / 1M Low: |
1.24 |
0.46 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.10 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.87 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
143.54% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
