BNP Paribas Call 75 GXI 20.12.2024
/ DE000PC2YBN5
BNP Paribas Call 75 GXI 20.12.202.../ DE000PC2YBN5 /
| 2024-05-02 6:12:21 PM |
Chg.+0.11 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.16EUR |
+3.61% |
-
Bid Size: - |
-
Ask Size: - |
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: |
3.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.98 |
| Intrinsic value: |
2.60 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.38 |
| Parity: |
2.60 |
| Time value: |
0.46 |
| Break-even: |
105.60 |
| Moneyness: |
1.35 |
| Premium: |
0.05 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.05 |
| Spread %: |
1.66% |
| Delta: |
0.87 |
| Theta: |
-0.02 |
| Omega: |
2.86 |
| Rho: |
0.36 |
Quote data
| Open: |
3.03 |
| High: |
3.18 |
| Low: |
3.03 |
| Previous Close: |
3.05 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.22% |
| 1 Month |
|
|
-8.14% |
| 3 Months |
|
|
+27.94% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
3.05 |
2.92 |
| 1M High / 1M Low: |
3.63 |
2.80 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.99 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.16 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
73.95% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
