BNP Paribas Call 18 RAW 20.09.2024
/ DE000PC45MM4
BNP Paribas Call 18 RAW 20.09.202.../ DE000PC45MM4 /
| 2024-06-18 10:13:37 AM |
Chg.+0.010 |
Bid4:52:56 PM |
Ask4:52:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.550EUR |
+1.85% |
0.560
Bid Size: 16,000 |
0.660
Ask Size: 16,000 |
RAIFFEISEN BK INTL I... |
18.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
PC45MM |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
RAIFFEISEN BK INTL INH. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
18.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-15 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
19.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.35 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.28 |
| Parity: |
-1.87 |
| Time value: |
0.83 |
| Break-even: |
18.83 |
| Moneyness: |
0.90 |
| Premium: |
0.17 |
| Premium p.a.: |
0.82 |
| Spread abs.: |
0.26 |
| Spread %: |
45.61% |
| Delta: |
0.37 |
| Theta: |
-0.01 |
| Omega: |
7.21 |
| Rho: |
0.01 |
Quote data
| Open: |
0.550 |
| High: |
0.550 |
| Low: |
0.550 |
| Previous Close: |
0.540 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-31.25% |
| 1 Month |
|
|
-60.14% |
| 3 Months |
|
|
-71.94% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.800 |
0.520 |
| 1M High / 1M Low: |
1.350 |
0.520 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.656 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.970 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
147.49% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
