BNP Paribas Call 11 SZU 20.09.2024
/ DE000PC61U92
BNP Paribas Call 11 SZU 20.09.202.../ DE000PC61U92 /
| 2024-06-03 6:13:35 PM |
Chg.+0.01 |
Bid7:47:16 PM |
Ask7:47:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.12EUR |
+0.32% |
3.12
Bid Size: 962 |
3.17
Ask Size: 947 |
SUEDZUCKER AG O.N. |
11.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
PC61U9 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SUEDZUCKER AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
11.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-03-21 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.21 |
| Intrinsic value: |
3.08 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.21 |
| Parity: |
3.08 |
| Time value: |
0.15 |
| Break-even: |
14.23 |
| Moneyness: |
1.28 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.05 |
| Spread %: |
1.57% |
| Delta: |
0.97 |
| Theta: |
0.00 |
| Omega: |
4.22 |
| Rho: |
0.03 |
Quote data
| Open: |
3.08 |
| High: |
3.19 |
| Low: |
3.04 |
| Previous Close: |
3.11 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.70% |
| 1 Month |
|
|
+20.46% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.11 |
2.86 |
| 1M High / 1M Low: |
3.17 |
2.53 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.96 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.84 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
80.73% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
