BNP Paribas Call 45 GBF 21.06.2024
/ DE000PC5CA75
BNP Paribas Call 45 GBF 21.06.202.../ DE000PC5CA75 /
| 6/3/2024 6:15:34 PM |
Chg.- |
Bid8:02:07 AM |
Ask8:02:07 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.500EUR |
- |
0.500
Bid Size: 6,000 |
0.540
Ask Size: 5,556 |
BILFINGER SE O.N. |
45.00 EUR |
6/21/2024 |
Call |
Master data
| WKN: |
PC5CA7 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
BILFINGER SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 EUR |
| Maturity: |
6/21/2024 |
| Issue date: |
2/20/2024 |
| Last trading day: |
6/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.53 |
| Intrinsic value: |
0.52 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.26 |
| Parity: |
0.52 |
| Time value: |
0.04 |
| Break-even: |
50.60 |
| Moneyness: |
1.12 |
| Premium: |
0.01 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.04 |
| Spread %: |
7.69% |
| Delta: |
0.88 |
| Theta: |
-0.03 |
| Omega: |
7.87 |
| Rho: |
0.02 |
Quote data
| Open: |
0.520 |
| High: |
0.530 |
| Low: |
0.460 |
| Previous Close: |
0.510 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.03% |
| 1 Month |
|
|
+354.55% |
| 3 Months |
|
|
+233.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.610 |
0.500 |
| 1M High / 1M Low: |
0.690 |
0.140 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.540 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.439 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
291.15% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
