BNP Paribas Call 125 HELN 20.12.2024
/ DE000PC2YEM1
BNP Paribas Call 125 HELN 20.12.2.../ DE000PC2YEM1 /
| 2024-06-04 10:23:21 AM |
Chg.-0.050 |
Bid10:50:34 AM |
Ask10:50:34 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.510EUR |
-8.93% |
0.500
Bid Size: 13,000 |
0.510
Ask Size: 13,000 |
HELVETIA HOLDING N |
125.00 CHF |
2024-12-20 |
Call |
Master data
| WKN: |
PC2YEM |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
HELVETIA HOLDING N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
125.00 CHF |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-04 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
21.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.60 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.20 |
| Parity: |
-0.50 |
| Time value: |
0.56 |
| Break-even: |
133.58 |
| Moneyness: |
0.96 |
| Premium: |
0.09 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.01 |
| Spread %: |
1.82% |
| Delta: |
0.47 |
| Theta: |
-0.02 |
| Omega: |
10.33 |
| Rho: |
0.28 |
Quote data
| Open: |
0.510 |
| High: |
0.510 |
| Low: |
0.510 |
| Previous Close: |
0.560 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.05% |
| 1 Month |
|
|
+15.91% |
| 3 Months |
|
|
-37.80% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.630 |
0.510 |
| 1M High / 1M Low: |
0.760 |
0.440 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.552 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.583 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
153.30% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
