BNP Paribas Call 13.5 SZU 20.12.2024
/ DE000PC21ZG9
BNP Paribas Call 13.5 SZU 20.12.2.../ DE000PC21ZG9 /
| 28/05/2024 21:20:32 |
Chg.-0.130 |
Bid21:56:52 |
Ask21:56:52 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.840EUR |
-13.40% |
0.870
Bid Size: 3,449 |
0.900
Ask Size: 3,334 |
SUEDZUCKER AG O.N. |
13.50 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
PC21ZG |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SUEDZUCKER AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
13.50 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
05/01/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
13.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.20 |
| Intrinsic value: |
0.35 |
| Implied volatility: |
0.15 |
| Historic volatility: |
0.21 |
| Parity: |
0.35 |
| Time value: |
0.64 |
| Break-even: |
14.49 |
| Moneyness: |
1.03 |
| Premium: |
0.05 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.03 |
| Spread %: |
3.13% |
| Delta: |
0.68 |
| Theta: |
0.00 |
| Omega: |
9.50 |
| Rho: |
0.05 |
Quote data
| Open: |
0.950 |
| High: |
0.960 |
| Low: |
0.840 |
| Previous Close: |
0.970 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.55% |
| 1 Month |
|
|
+31.25% |
| 3 Months |
|
|
-12.50% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.970 |
0.840 |
| 1M High / 1M Low: |
1.060 |
0.640 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.894 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.846 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
157.45% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
