BNP Paribas Call 220 AP3 20.12.2024
/ DE000PC5DP85
BNP Paribas Call 220 AP3 20.12.20.../ DE000PC5DP85 /
| 2024-06-07 9:50:23 PM |
Chg.+0.980 |
Bid9:59:53 PM |
Ask9:59:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.210EUR |
+18.74% |
6.120
Bid Size: 2,800 |
6.150
Ask Size: 2,800 |
AIR PROD. CHEM. ... |
220.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
PC5DP8 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
AIR PROD. CHEM. DL 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-02-21 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.68 |
| Intrinsic value: |
3.88 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.25 |
| Parity: |
3.88 |
| Time value: |
2.27 |
| Break-even: |
281.50 |
| Moneyness: |
1.18 |
| Premium: |
0.09 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.03 |
| Spread %: |
0.49% |
| Delta: |
0.75 |
| Theta: |
-0.09 |
| Omega: |
3.15 |
| Rho: |
0.71 |
Quote data
| Open: |
5.270 |
| High: |
6.210 |
| Low: |
5.180 |
| Previous Close: |
5.230 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+26.48% |
| 1 Month |
|
|
+68.75% |
| 3 Months |
|
|
+73.95% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.210 |
5.230 |
| 1M High / 1M Low: |
6.210 |
3.680 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.470 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.685 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
92.50% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
