BNP Paribas Call 31 CRIN 20.06.2024
/ DE000PC8G4H1
BNP Paribas Call 31 CRIN 20.06.20.../ DE000PC8G4H1 /
| 2024-06-13 8:39:33 AM |
Chg.- |
Bid10:09:37 AM |
Ask10:09:37 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.71EUR |
- |
2.41
Bid Size: 13,000 |
2.45
Ask Size: 13,000 |
UNICREDIT |
31.00 EUR |
2024-06-20 |
Call |
Master data
| WKN: |
PC8G4H |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
UNICREDIT |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
31.00 EUR |
| Maturity: |
2024-06-20 |
| Issue date: |
2024-04-17 |
| Last trading day: |
2024-06-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.46 |
| Intrinsic value: |
3.45 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.25 |
| Parity: |
3.45 |
| Time value: |
0.03 |
| Break-even: |
34.47 |
| Moneyness: |
1.11 |
| Premium: |
0.00 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.21 |
| Spread %: |
6.44% |
| Delta: |
0.99 |
| Theta: |
-0.01 |
| Omega: |
9.81 |
| Rho: |
0.01 |
Quote data
| Open: |
4.71 |
| High: |
4.71 |
| Low: |
4.71 |
| Previous Close: |
4.57 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.83% |
| 1 Month |
|
|
-11.47% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.53 |
4.57 |
| 1M High / 1M Low: |
5.94 |
4.57 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.11 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.34 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
122.97% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
