BNP Paribas Call 23 COP 20.12.2024
/ DE000PC61QQ3
BNP Paribas Call 23 COP 20.12.202.../ DE000PC61QQ3 /
| 2024-06-11 10:20:37 AM |
Chg.- |
Bid9:21:01 AM |
Ask9:21:01 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.450EUR |
- |
0.450
Bid Size: 7,500 |
0.470
Ask Size: 7,500 |
COMPUGROUP MED. NA O... |
23.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
PC61QQ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
COMPUGROUP MED. NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
23.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-03-21 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.40 |
| Intrinsic value: |
0.21 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.36 |
| Parity: |
0.21 |
| Time value: |
0.25 |
| Break-even: |
27.60 |
| Moneyness: |
1.09 |
| Premium: |
0.10 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.02 |
| Spread %: |
4.55% |
| Delta: |
0.69 |
| Theta: |
-0.01 |
| Omega: |
3.76 |
| Rho: |
0.07 |
Quote data
| Open: |
0.450 |
| High: |
0.450 |
| Low: |
0.450 |
| Previous Close: |
0.570 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.00% |
| 1 Month |
|
|
-19.64% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.630 |
0.450 |
| 1M High / 1M Low: |
0.660 |
0.450 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.564 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.600 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
109.84% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
