BNP Paribas Call 34 G1A 20.09.2024
/ DE000PC1LVD3
BNP Paribas Call 34 G1A 20.09.202.../ DE000PC1LVD3 /
| 2024-06-25 9:20:24 PM |
Chg.-0.050 |
Bid2024-06-25 |
Ask2024-06-25 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.540EUR |
-8.47% |
0.540
Bid Size: 5,556 |
0.560
Ask Size: 5,358 |
GEA GROUP AG |
34.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
PC1LVD |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
GEA GROUP AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
34.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-11 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.61 |
| Intrinsic value: |
0.58 |
| Implied volatility: |
0.15 |
| Historic volatility: |
0.19 |
| Parity: |
0.58 |
| Time value: |
0.03 |
| Break-even: |
40.10 |
| Moneyness: |
1.17 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.02 |
| Spread %: |
3.39% |
| Delta: |
0.99 |
| Theta: |
0.00 |
| Omega: |
6.46 |
| Rho: |
0.08 |
Quote data
| Open: |
0.600 |
| High: |
0.600 |
| Low: |
0.530 |
| Previous Close: |
0.590 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.89% |
| 1 Month |
|
|
+5.88% |
| 3 Months |
|
|
-5.26% |
| YTD |
|
|
+1.89% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.590 |
0.470 |
| 1M High / 1M Low: |
0.590 |
0.410 |
| 6M High / 6M Low: |
0.620 |
0.350 |
| High (YTD): |
2024-03-22 |
0.620 |
| Low (YTD): |
2024-01-22 |
0.350 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.550 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.494 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.471 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
128.86% |
| Volatility 6M: |
|
119.69% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
