BNP Paribas Call 65 AIG 20.12.2024
/ DE000PC2WXA0
BNP Paribas Call 65 AIG 20.12.202.../ DE000PC2WXA0 /
| 2024-06-07 12:20:59 PM |
Chg.0.000 |
Bid12:25:01 PM |
Ask12:25:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.230EUR |
0.00% |
1.230
Bid Size: 20,000 |
1.240
Ask Size: 20,000 |
American Internation... |
65.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
PC2WXA |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
American International Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
65.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-04 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.11 |
| Intrinsic value: |
0.98 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.16 |
| Parity: |
0.98 |
| Time value: |
0.26 |
| Break-even: |
72.08 |
| Moneyness: |
1.16 |
| Premium: |
0.04 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
0.81% |
| Delta: |
0.83 |
| Theta: |
-0.01 |
| Omega: |
4.62 |
| Rho: |
0.24 |
Quote data
| Open: |
1.240 |
| High: |
1.240 |
| Low: |
1.230 |
| Previous Close: |
1.230 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.99% |
| 1 Month |
|
|
-26.79% |
| 3 Months |
|
|
-5.38% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.450 |
1.230 |
| 1M High / 1M Low: |
1.680 |
1.230 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.334 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.482 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
64.35% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
