BNP Paribas Call 35 EBO 20.09.2024
/ DE000PC45LV7
BNP Paribas Call 35 EBO 20.09.202.../ DE000PC45LV7 /
| 2024-05-10 12:57:22 PM |
Chg.- |
Bid8:55:17 AM |
Ask8:55:17 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.06EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
ERSTE GROUP BNK INH.... |
35.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
PC45LV |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ERSTE GROUP BNK INH. O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
35.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-15 |
| Last trading day: |
2024-05-13 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.12 |
| Intrinsic value: |
1.07 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.18 |
| Parity: |
1.07 |
| Time value: |
0.10 |
| Break-even: |
46.70 |
| Moneyness: |
1.31 |
| Premium: |
0.02 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.09 |
| Spread %: |
8.33% |
| Delta: |
0.91 |
| Theta: |
-0.01 |
| Omega: |
3.54 |
| Rho: |
0.11 |
Quote data
| Open: |
1.06 |
| High: |
1.06 |
| Low: |
1.06 |
| Previous Close: |
1.04 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.16% |
| 1 Month |
|
|
+35.90% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.06 |
0.98 |
| 1M High / 1M Low: |
1.06 |
0.67 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.03 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.90 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
96.47% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
