BNP Paribas Call 75 AIG 17.01.2025
/ DE000PC387Z8
BNP Paribas Call 75 AIG 17.01.202.../ DE000PC387Z8 /
| 2024-05-17 9:50:30 PM |
Chg.+0.110 |
Bid9:59:56 PM |
Ask9:59:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.990EUR |
+12.50% |
0.990
Bid Size: 13,000 |
1.000
Ask Size: 13,000 |
American Internation... |
75.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
PC387Z |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
American International Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
75.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-01-31 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.69 |
| Intrinsic value: |
0.34 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.16 |
| Parity: |
0.34 |
| Time value: |
0.54 |
| Break-even: |
77.81 |
| Moneyness: |
1.05 |
| Premium: |
0.07 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
1.15% |
| Delta: |
0.68 |
| Theta: |
-0.02 |
| Omega: |
5.57 |
| Rho: |
0.27 |
Quote data
| Open: |
0.870 |
| High: |
0.990 |
| Low: |
0.860 |
| Previous Close: |
0.880 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.06% |
| 1 Month |
|
|
+47.76% |
| 3 Months |
|
|
+98.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.990 |
0.880 |
| 1M High / 1M Low: |
1.020 |
0.670 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.914 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.857 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
86.52% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
