BNP Paribas Call 220 AP3 17.01.2025
/ DE000PC5DQC3
BNP Paribas Call 220 AP3 17.01.20.../ DE000PC5DQC3 /
| 6/20/2024 5:35:22 PM |
Chg.+0.010 |
Bid5:39:00 PM |
Ask5:39:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.720EUR |
+0.18% |
5.700
Bid Size: 6,800 |
5.740
Ask Size: 6,800 |
AIR PROD. CHEM. ... |
220.00 - |
1/17/2025 |
Call |
Master data
| WKN: |
PC5DQC |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
AIR PROD. CHEM. DL 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 - |
| Maturity: |
1/17/2025 |
| Issue date: |
2/21/2024 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.48 |
| Intrinsic value: |
3.56 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.25 |
| Parity: |
3.56 |
| Time value: |
2.25 |
| Break-even: |
278.10 |
| Moneyness: |
1.16 |
| Premium: |
0.09 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.10 |
| Spread %: |
1.75% |
| Delta: |
0.74 |
| Theta: |
-0.09 |
| Omega: |
3.26 |
| Rho: |
0.76 |
Quote data
| Open: |
5.750 |
| High: |
5.780 |
| Low: |
5.660 |
| Previous Close: |
5.710 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.88% |
| 1 Month |
|
|
+12.60% |
| 3 Months |
|
|
+67.25% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.720 |
5.640 |
| 1M High / 1M Low: |
6.720 |
4.630 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.938 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.470 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
92.57% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
