BNP Paribas Call 40 EBO 20.12.2024
/ DE000PC45LY1
BNP Paribas Call 40 EBO 20.12.202.../ DE000PC45LY1 /
| 2024-09-23 5:20:47 PM |
Chg.-0.070 |
Bid5:27:15 PM |
Ask5:27:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.840EUR |
-7.69% |
-
Bid Size: - |
-
Ask Size: - |
ERSTE GROUP BNK INH.... |
40.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
PC45LY |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ERSTE GROUP BNK INH. O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-02-15 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.87 |
| Intrinsic value: |
0.83 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.20 |
| Parity: |
0.83 |
| Time value: |
0.16 |
| Break-even: |
49.90 |
| Moneyness: |
1.21 |
| Premium: |
0.03 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.09 |
| Spread %: |
10.00% |
| Delta: |
0.82 |
| Theta: |
-0.02 |
| Omega: |
4.03 |
| Rho: |
0.07 |
Quote data
| Open: |
0.870 |
| High: |
0.890 |
| Low: |
0.840 |
| Previous Close: |
0.910 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.20% |
| 1 Month |
|
|
-7.69% |
| 3 Months |
|
|
+33.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.940 |
0.830 |
| 1M High / 1M Low: |
1.070 |
0.780 |
| 6M High / 6M Low: |
1.070 |
0.310 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.874 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.907 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.701 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
96.02% |
| Volatility 6M: |
|
109.64% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
