BNP Paribas Call 72 NEM 20.09.2024
/ DE000PC1H3M9
BNP Paribas Call 72 NEM 20.09.202.../ DE000PC1H3M9 /
| 2024-05-07 9:20:30 PM |
Chg.+0.040 |
Bid9:50:00 PM |
Ask9:50:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.540EUR |
+2.67% |
1.550
Bid Size: 1,936 |
1.580
Ask Size: 1,899 |
NEMETSCHEK SE O.N. |
72.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
PC1H3M |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
NEMETSCHEK SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
72.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-11 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.38 |
| Intrinsic value: |
1.14 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.30 |
| Parity: |
1.14 |
| Time value: |
0.40 |
| Break-even: |
87.30 |
| Moneyness: |
1.16 |
| Premium: |
0.05 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.03 |
| Spread %: |
2.00% |
| Delta: |
0.78 |
| Theta: |
-0.03 |
| Omega: |
4.25 |
| Rho: |
0.19 |
Quote data
| Open: |
1.500 |
| High: |
1.580 |
| Low: |
1.500 |
| Previous Close: |
1.500 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.32% |
| 1 Month |
|
|
-24.88% |
| 3 Months |
|
|
-17.65% |
| YTD |
|
|
+4.05% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.520 |
1.250 |
| 1M High / 1M Low: |
2.020 |
1.210 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-03-27 |
2.400 |
| Low (YTD): |
2024-01-05 |
1.120 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.440 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.556 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
156.45% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
