BNP Paribas Call 42 GBF 20.12.2024
/ DE000PC2W4C8
BNP Paribas Call 42 GBF 20.12.202.../ DE000PC2W4C8 /
2024-06-25 10:20:56 AM |
Chg.-0.020 |
Bid10:59:37 AM |
Ask10:59:37 AM |
Underlying |
Strike price |
Expiration date |
Option type |
1.000EUR |
-1.96% |
1.000 Bid Size: 24,000 |
1.020 Ask Size: 24,000 |
BILFINGER SE O.N. |
42.00 EUR |
2024-12-20 |
Call |
Master data
WKN: |
PC2W4C |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
BILFINGER SE O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
42.00 EUR |
Maturity: |
2024-12-20 |
Issue date: |
2024-01-04 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
4.79 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.96 |
Intrinsic value: |
0.83 |
Implied volatility: |
0.37 |
Historic volatility: |
0.26 |
Parity: |
0.83 |
Time value: |
0.22 |
Break-even: |
52.50 |
Moneyness: |
1.20 |
Premium: |
0.04 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.03 |
Spread %: |
2.94% |
Delta: |
0.82 |
Theta: |
-0.01 |
Omega: |
3.91 |
Rho: |
0.15 |
Quote data
Open: |
1.030 |
High: |
1.030 |
Low: |
1.000 |
Previous Close: |
1.020 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-8.26% |
3 Months |
|
|
+85.19% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.020 |
0.940 |
1M High / 1M Low: |
1.150 |
0.840 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.980 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.030 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
105.91% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |