BNP Paribas Call 42 PRY 20.09.2024
/ DE000PC1MCW1
BNP Paribas Call 42 PRY 20.09.202.../ DE000PC1MCW1 /
| 2024-06-05 2:21:14 PM |
Chg.-0.060 |
Bid3:00:41 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.730EUR |
-3.35% |
1.750
Bid Size: 25,000 |
-
Ask Size: - |
PRYSMIAN |
42.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
PC1MCW |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
PRYSMIAN |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
42.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-11 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.73 |
| Intrinsic value: |
1.69 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.25 |
| Parity: |
1.69 |
| Time value: |
0.10 |
| Break-even: |
59.90 |
| Moneyness: |
1.40 |
| Premium: |
0.02 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.93 |
| Theta: |
-0.01 |
| Omega: |
3.05 |
| Rho: |
0.11 |
Quote data
| Open: |
1.800 |
| High: |
1.800 |
| Low: |
1.680 |
| Previous Close: |
1.790 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.14% |
| 1 Month |
|
|
+60.19% |
| 3 Months |
|
|
+166.15% |
| YTD |
|
|
+355.26% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.890 |
1.750 |
| 1M High / 1M Low: |
2.030 |
1.130 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-05-27 |
2.030 |
| Low (YTD): |
2024-01-23 |
0.290 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.818 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.615 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
108.86% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
