BNP Paribas Call 78 NEM 20.09.2024
/ DE000PC1H3P2
BNP Paribas Call 78 NEM 20.09.202.../ DE000PC1H3P2 /
| 2024-05-07 6:16:52 PM |
Chg.+0.05 |
Bid2024-05-07 |
Ask2024-05-07 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.10EUR |
+4.76% |
1.10
Bid Size: 2,728 |
1.12
Ask Size: 2,679 |
NEMETSCHEK SE O.N. |
78.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
PC1H3P |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
NEMETSCHEK SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
78.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-11 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.96 |
| Intrinsic value: |
0.54 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.30 |
| Parity: |
0.54 |
| Time value: |
0.56 |
| Break-even: |
88.90 |
| Moneyness: |
1.07 |
| Premium: |
0.07 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.02 |
| Spread %: |
1.87% |
| Delta: |
0.68 |
| Theta: |
-0.03 |
| Omega: |
5.21 |
| Rho: |
0.17 |
Quote data
| Open: |
1.08 |
| High: |
1.13 |
| Low: |
1.07 |
| Previous Close: |
1.05 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.92% |
| 1 Month |
|
|
-31.25% |
| 3 Months |
|
|
-24.66% |
| YTD |
|
|
-2.65% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.09 |
0.84 |
| 1M High / 1M Low: |
1.56 |
0.84 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-03-27 |
1.91 |
| Low (YTD): |
2024-01-05 |
0.83 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.01 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.13 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
179.99% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
