BNP Paribas Call 45 PRY 19.09.2024
/ DE000PC8G3K7
BNP Paribas Call 45 PRY 19.09.202.../ DE000PC8G3K7 /
| 18/06/2024 08:40:27 |
Chg.- |
Bid09:36:24 |
Ask09:36:24 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.28EUR |
- |
1.36
Bid Size: 25,000 |
1.38
Ask Size: 25,000 |
PRYSMIAN |
45.00 EUR |
19/09/2024 |
Call |
Master data
| WKN: |
PC8G3K |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
PRYSMIAN |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 EUR |
| Maturity: |
19/09/2024 |
| Issue date: |
17/04/2024 |
| Last trading day: |
18/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.21 |
| Intrinsic value: |
1.16 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.25 |
| Parity: |
1.16 |
| Time value: |
0.15 |
| Break-even: |
58.10 |
| Moneyness: |
1.26 |
| Premium: |
0.03 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.05 |
| Spread %: |
3.97% |
| Delta: |
0.87 |
| Theta: |
-0.02 |
| Omega: |
3.74 |
| Rho: |
0.09 |
Quote data
| Open: |
1.28 |
| High: |
1.28 |
| Low: |
1.28 |
| Previous Close: |
1.31 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.78% |
| 1 Month |
|
|
-7.25% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.38 |
1.27 |
| 1M High / 1M Low: |
1.71 |
1.27 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.31 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.44 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
104.35% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
