BNP Paribas Call 75 GXI 20.12.2024
/ DE000PC2YBN5
BNP Paribas Call 75 GXI 20.12.202.../ DE000PC2YBN5 /
2024-05-17 6:12:14 PM |
Chg.-0.30 |
Bid8:25:28 PM |
Ask8:25:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.82EUR |
-9.62% |
2.82 Bid Size: 1,400 |
2.87 Ask Size: 1,400 |
GERRESHEIMER AG |
75.00 EUR |
2024-12-20 |
Call |
Master data
WKN: |
PC2YBN |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
GERRESHEIMER AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
75.00 EUR |
Maturity: |
2024-12-20 |
Issue date: |
2024-01-04 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
3.24 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.04 |
Intrinsic value: |
2.71 |
Implied volatility: |
0.45 |
Historic volatility: |
0.38 |
Parity: |
2.71 |
Time value: |
0.44 |
Break-even: |
106.50 |
Moneyness: |
1.36 |
Premium: |
0.04 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.05 |
Spread %: |
1.61% |
Delta: |
0.87 |
Theta: |
-0.02 |
Omega: |
2.82 |
Rho: |
0.34 |
Quote data
Open: |
3.09 |
High: |
3.09 |
Low: |
2.80 |
Previous Close: |
3.12 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-3.09% |
1 Month |
|
|
-5.69% |
3 Months |
|
|
+27.03% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.12 |
2.73 |
1M High / 1M Low: |
3.20 |
2.73 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.92 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.01 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
65.91% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |