BNP Paribas Call 130 GXI 20.12.2024
/ DE000PC6NQV0
BNP Paribas Call 130 GXI 20.12.20.../ DE000PC6NQV0 /
5/17/2024 9:20:25 PM |
Chg.-0.070 |
Bid5/17/2024 |
Ask5/17/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.300EUR |
-18.92% |
0.300 Bid Size: 10,000 |
0.320 Ask Size: 9,375 |
GERRESHEIMER AG |
130.00 EUR |
12/20/2024 |
Call |
Master data
WKN: |
PC6NQV |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
GERRESHEIMER AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
130.00 EUR |
Maturity: |
12/20/2024 |
Issue date: |
3/14/2024 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
31.06 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.37 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.36 |
Historic volatility: |
0.38 |
Parity: |
-3.06 |
Time value: |
0.32 |
Break-even: |
133.20 |
Moneyness: |
0.76 |
Premium: |
0.34 |
Premium p.a.: |
0.64 |
Spread abs.: |
0.02 |
Spread %: |
6.67% |
Delta: |
0.23 |
Theta: |
-0.02 |
Omega: |
7.07 |
Rho: |
0.11 |
Quote data
Open: |
0.370 |
High: |
0.370 |
Low: |
0.290 |
Previous Close: |
0.370 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-9.09% |
1 Month |
|
|
-30.23% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.370 |
0.290 |
1M High / 1M Low: |
0.470 |
0.290 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.320 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.387 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
172.23% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |