BNP Paribas Call 40 PRY 20.09.2024
/ DE000PC1MCV3
BNP Paribas Call 40 PRY 20.09.202.../ DE000PC1MCV3 /
| 6/19/2024 4:21:11 PM |
Chg.+0.050 |
Bid4:44:19 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.840EUR |
+2.79% |
1.820
Bid Size: 25,000 |
-
Ask Size: - |
PRYSMIAN |
40.00 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
PC1MCV |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
PRYSMIAN |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
12/11/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.78 |
| Intrinsic value: |
1.75 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.25 |
| Parity: |
1.75 |
| Time value: |
0.04 |
| Break-even: |
57.90 |
| Moneyness: |
1.44 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
-0.01 |
| Spread %: |
-0.56% |
| Delta: |
0.99 |
| Theta: |
-0.01 |
| Omega: |
3.17 |
| Rho: |
0.10 |
Quote data
| Open: |
1.820 |
| High: |
1.870 |
| Low: |
1.820 |
| Previous Close: |
1.790 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.13% |
| 1 Month |
|
|
+6.36% |
| 3 Months |
|
|
+84.00% |
| YTD |
|
|
+275.51% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.880 |
1.740 |
| 1M High / 1M Low: |
2.220 |
1.720 |
| 6M High / 6M Low: |
2.220 |
0.390 |
| High (YTD): |
5/27/2024 |
2.220 |
| Low (YTD): |
1/23/2024 |
0.390 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.782 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.917 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.999 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
85.23% |
| Volatility 6M: |
|
109.30% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
