BNP Paribas Call 45 GBF 20.09.2024
/ DE000PC39R13
BNP Paribas Call 45 GBF 20.09.202.../ DE000PC39R13 /
| 2024-06-05 8:18:40 AM |
Chg.+0.010 |
Bid10:33:41 AM |
Ask10:33:41 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.710EUR |
+1.43% |
0.700
Bid Size: 25,000 |
0.710
Ask Size: 25,000 |
BILFINGER SE O.N. |
45.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
PC39R1 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
BILFINGER SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-31 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.65 |
| Intrinsic value: |
0.53 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.26 |
| Parity: |
0.53 |
| Time value: |
0.21 |
| Break-even: |
52.40 |
| Moneyness: |
1.12 |
| Premium: |
0.04 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.02 |
| Spread %: |
2.78% |
| Delta: |
0.76 |
| Theta: |
-0.02 |
| Omega: |
5.16 |
| Rho: |
0.09 |
Quote data
| Open: |
0.710 |
| High: |
0.710 |
| Low: |
0.710 |
| Previous Close: |
0.700 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+195.83% |
| 3 Months |
|
|
+195.83% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.710 |
0.680 |
| 1M High / 1M Low: |
0.830 |
0.280 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.696 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.595 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
190.67% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
