BNP Paribas Call 42 G1A 20.12.2024
/ DE000PC39VJ4
BNP Paribas Call 42 G1A 20.12.202.../ DE000PC39VJ4 /
| 9/27/2024 8:17:07 AM |
Chg.-0.010 |
Bid9:26:58 AM |
Ask9:26:58 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.380EUR |
-2.56% |
0.360
Bid Size: 17,500 |
0.370
Ask Size: 17,500 |
GEA GROUP AG |
42.00 EUR |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
1/31/2024 |
| Last trading day: |
12/19/2024 |
| 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: |
0.380 |
| Low: |
0.380 |
| Previous Close: |
0.390 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+52.00% |
| 1 Month |
|
|
+100.00% |
| 3 Months |
|
|
+123.53% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.390 |
0.240 |
| 1M High / 1M Low: |
0.390 |
0.190 |
| 6M High / 6M Low: |
0.390 |
0.100 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.292 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.238 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.166 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
192.07% |
| Volatility 6M: |
|
173.70% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
