BNP Paribas Call 90 AIG 17.01.2025
/ DE000PC6L8A2
BNP Paribas Call 90 AIG 17.01.202.../ DE000PC6L8A2 /
| 2024-06-04 8:28:29 AM |
Chg.-0.020 |
Bid6:50:48 PM |
Ask6:50:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.220EUR |
-8.33% |
0.180
Bid Size: 30,000 |
0.190
Ask Size: 30,000 |
American Internation... |
90.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
PC6L8A |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
American International Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-03-14 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
29.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.16 |
| Parity: |
-1.07 |
| Time value: |
0.24 |
| Break-even: |
84.91 |
| Moneyness: |
0.87 |
| Premium: |
0.18 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.01 |
| Spread %: |
4.35% |
| Delta: |
0.30 |
| Theta: |
-0.01 |
| Omega: |
9.08 |
| Rho: |
0.12 |
Quote data
| Open: |
0.220 |
| High: |
0.220 |
| Low: |
0.220 |
| Previous Close: |
0.240 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.33% |
| 1 Month |
|
|
-31.25% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.240 |
0.200 |
| 1M High / 1M Low: |
0.350 |
0.200 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.224 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.276 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
165.62% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
