BNP Paribas Call 45 PRY 20.12.2024
/ DE000PC5CLF9
BNP Paribas Call 45 PRY 20.12.202.../ DE000PC5CLF9 /
| 5/10/2024 9:20:54 PM |
Chg.+0.130 |
Bid9:59:01 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.310EUR |
+11.02% |
1.300
Bid Size: 5,000 |
-
Ask Size: - |
PRYSMIAN |
45.00 EUR |
12/20/2024 |
Call |
Master data
| WKN: |
PC5CLF |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
PRYSMIAN |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
2/20/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.26 |
| Intrinsic value: |
1.10 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.26 |
| Parity: |
1.10 |
| Time value: |
0.21 |
| Break-even: |
58.10 |
| Moneyness: |
1.24 |
| Premium: |
0.04 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
0.77% |
| Delta: |
0.87 |
| Theta: |
-0.01 |
| Omega: |
3.70 |
| Rho: |
0.22 |
Quote data
| Open: |
1.250 |
| High: |
1.310 |
| Low: |
1.250 |
| Previous Close: |
1.180 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+40.86% |
| 1 Month |
|
|
+104.69% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.310 |
0.970 |
| 1M High / 1M Low: |
1.310 |
0.640 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.098 |
| Avg. volume 1W: |
|
100 |
| Avg. price 1M: |
|
0.888 |
| Avg. volume 1M: |
|
150 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
137.50% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
