BNP Paribas Call 280 VOLV/B 20.12.2024
/ DE000PC709P4
BNP Paribas Call 280 VOLV/B 20.12.../ DE000PC709P4 /
| 2024-06-18 8:38:03 AM |
Chg.- |
Bid8:19:01 AM |
Ask8:19:01 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.23EUR |
- |
1.22
Bid Size: 2,460 |
1.36
Ask Size: 2,206 |
Volvo, AB ser. B |
280.00 SEK |
2024-12-20 |
Call |
Master data
| WKN: |
PC709P |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Volvo, AB ser. B |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
280.00 SEK |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-09 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
17.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.23 |
| Parity: |
-1.39 |
| Time value: |
1.36 |
| Break-even: |
26.25 |
| Moneyness: |
0.94 |
| Premium: |
0.12 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.14 |
| Spread %: |
11.48% |
| Delta: |
0.45 |
| Theta: |
-0.01 |
| Omega: |
7.84 |
| Rho: |
0.05 |
Quote data
| Open: |
1.23 |
| High: |
1.23 |
| Low: |
1.23 |
| Previous Close: |
1.18 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.15% |
| 1 Month |
|
|
-44.84% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.69 |
1.18 |
| 1M High / 1M Low: |
2.30 |
1.18 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.42 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.94 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
113.13% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
