BNP Paribas Call 42 G1A 20.12.202.../  DE000PC39VJ4  /

EUWAX
2024-09-26  6:09:44 PM Chg.+0.070 Bid10:00:30 PM Ask10:00:30 PM Underlying Strike price Expiration date Option type
0.390EUR +21.88% -
Bid Size: -
-
Ask Size: -
GEA GROUP AG 42.00 EUR 2024-12-20 Call
 

Master data

WKN: PC39VJ
Issuer: BNP PARIBAS
Currency: EUR
Underlying: GEA GROUP AG
Type: Warrant
Option type: Call
Strike price: 42.00 EUR
Maturity: 2024-12-20
Issue date: 2024-01-31
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 13.33
Leverage: Yes

Calculated values

Fair value: 0.30
Intrinsic value: 0.20
Implied volatility: 0.23
Historic volatility: 0.20
Parity: 0.20
Time value: 0.13
Break-even: 45.30
Moneyness: 1.05
Premium: 0.03
Premium p.a.: 0.13
Spread abs.: 0.01
Spread %: 3.13%
Delta: 0.71
Theta: -0.01
Omega: 9.41
Rho: 0.06
 

Quote data

Open: 0.380
High: 0.420
Low: 0.380
Previous Close: 0.320
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+39.29%
1 Month  
+129.41%
3 Months  
+160.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.320 0.240
1M High / 1M Low: 0.320 0.170
6M High / 6M Low: 0.320 0.100
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.270
Avg. volume 1W:   0.000
Avg. price 1M:   0.228
Avg. volume 1M:   0.000
Avg. price 6M:   0.165
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   183.68%
Volatility 6M:   171.37%
Volatility 1Y:   -
Volatility 3Y:   -