BNP Paribas Call 36 G1A 20.09.2024
/ DE000PC1LVG6
BNP Paribas Call 36 G1A 20.09.202.../ DE000PC1LVG6 /
| 2024-06-25 9:20:59 AM |
Chg.0.000 |
Bid2024-06-25 |
Ask2024-06-25 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.420EUR |
0.00% |
0.420
Bid Size: 18,000 |
0.440
Ask Size: 18,000 |
GEA GROUP AG |
36.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
PC1LVG |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
GEA GROUP AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
36.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-11 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.43 |
| Intrinsic value: |
0.38 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.19 |
| Parity: |
0.38 |
| Time value: |
0.06 |
| Break-even: |
40.40 |
| Moneyness: |
1.11 |
| Premium: |
0.02 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
4.76% |
| Delta: |
0.87 |
| Theta: |
-0.01 |
| Omega: |
7.83 |
| Rho: |
0.07 |
Quote data
| Open: |
0.420 |
| High: |
0.420 |
| Low: |
0.420 |
| Previous Close: |
0.420 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+35.48% |
| 1 Month |
|
|
+20.00% |
| 3 Months |
|
|
0.00% |
| YTD |
|
|
+7.69% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.420 |
0.310 |
| 1M High / 1M Low: |
0.420 |
0.270 |
| 6M High / 6M Low: |
0.470 |
0.240 |
| High (YTD): |
2024-03-22 |
0.470 |
| Low (YTD): |
2024-01-22 |
0.240 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.384 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.340 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.333 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
172.85% |
| Volatility 6M: |
|
145.90% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
