BNP Paribas Call 32 G1A 20.09.2024
/ DE000PC1LVC5
BNP Paribas Call 32 G1A 20.09.202.../ DE000PC1LVC5 /
| 2024-06-11 9:20:24 PM |
Chg.-0.010 |
Bid9:58:31 PM |
Ask9:58:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.640EUR |
-1.54% |
0.630
Bid Size: 4,762 |
0.650
Ask Size: 4,616 |
GEA GROUP AG |
32.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
PC1LVC |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
GEA GROUP AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
32.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-11 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.62 |
| Intrinsic value: |
0.59 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.19 |
| Parity: |
0.59 |
| Time value: |
0.08 |
| Break-even: |
38.70 |
| Moneyness: |
1.18 |
| Premium: |
0.02 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
3.08% |
| Delta: |
0.86 |
| Theta: |
-0.01 |
| Omega: |
4.87 |
| Rho: |
0.07 |
Quote data
| Open: |
0.640 |
| High: |
0.680 |
| Low: |
0.630 |
| Previous Close: |
0.650 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.23% |
| 1 Month |
|
|
-9.86% |
| 3 Months |
|
|
+16.36% |
| YTD |
|
|
-5.88% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.650 |
0.580 |
| 1M High / 1M Low: |
0.750 |
0.580 |
| 6M High / 6M Low: |
0.800 |
0.420 |
| High (YTD): |
2024-03-22 |
0.800 |
| Low (YTD): |
2024-01-17 |
0.480 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.626 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.656 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.614 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
95.95% |
| Volatility 6M: |
|
100.03% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
