BNP Paribas Call 42 OMV 20.09.2024
/ DE000PC45L78
BNP Paribas Call 42 OMV 20.09.202.../ DE000PC45L78 /
| 2024-05-14 10:16:33 AM |
Chg.- |
Bid8:55:01 AM |
Ask8:55:01 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.570EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
OMV AG |
42.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
PC45L7 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
OMV AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
42.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-15 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.64 |
| Intrinsic value: |
0.52 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.25 |
| Parity: |
0.52 |
| Time value: |
0.14 |
| Break-even: |
48.60 |
| Moneyness: |
1.12 |
| Premium: |
0.03 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.09 |
| Spread %: |
15.79% |
| Delta: |
0.81 |
| Theta: |
-0.01 |
| Omega: |
5.79 |
| Rho: |
0.11 |
Quote data
| Open: |
0.570 |
| High: |
0.570 |
| Low: |
0.570 |
| Previous Close: |
0.560 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+54.05% |
| 1 Month |
|
|
+39.02% |
| 3 Months |
|
|
+147.83% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.570 |
0.370 |
| 1M High / 1M Low: |
0.570 |
0.280 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.498 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.374 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
246.39% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
