BNP Paribas Call 75 NEM 20.09.2024
/ DE000PC1H3N7
BNP Paribas Call 75 NEM 20.09.202.../ DE000PC1H3N7 /
| 2024-05-06 6:15:48 PM |
Chg.- |
Bid8:07:51 AM |
Ask8:07:51 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.26EUR |
- |
1.28
Bid Size: 2,344 |
1.30
Ask Size: 2,308 |
NEMETSCHEK SE O.N. |
75.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
PC1H3N |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
NEMETSCHEK SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
75.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-11 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.16 |
| Intrinsic value: |
0.84 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.30 |
| Parity: |
0.84 |
| Time value: |
0.47 |
| Break-even: |
88.00 |
| Moneyness: |
1.11 |
| Premium: |
0.06 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.02 |
| Spread %: |
1.56% |
| Delta: |
0.73 |
| Theta: |
-0.03 |
| Omega: |
4.71 |
| Rho: |
0.18 |
Quote data
| Open: |
1.23 |
| High: |
1.29 |
| Low: |
1.23 |
| Previous Close: |
1.27 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.82% |
| 1 Month |
|
|
-31.15% |
| 3 Months |
|
|
-24.10% |
| YTD |
|
|
-3.08% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.31 |
1.03 |
| 1M High / 1M Low: |
1.78 |
1.03 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-03-27 |
2.16 |
| Low (YTD): |
2024-01-05 |
0.98 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.22 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.34 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
164.40% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
