BNP Paribas Call 45 PRY 20.12.2024
/ DE000PC5CLF9
BNP Paribas Call 45 PRY 20.12.202.../ DE000PC5CLF9 /
| 2024-09-24 5:21:35 PM |
Chg.-0.160 |
Bid5:37:00 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.000EUR |
-7.41% |
2.010
Bid Size: 5,000 |
-
Ask Size: - |
PRYSMIAN |
45.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
PC5CLF |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
PRYSMIAN |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-02-20 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.12 |
| Intrinsic value: |
2.09 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.26 |
| Parity: |
2.09 |
| Time value: |
0.07 |
| Break-even: |
66.60 |
| Moneyness: |
1.46 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
-0.01 |
| Spread %: |
-0.46% |
| Delta: |
0.95 |
| Theta: |
-0.01 |
| Omega: |
2.91 |
| Rho: |
0.10 |
Quote data
| Open: |
2.210 |
| High: |
2.210 |
| Low: |
1.980 |
| Previous Close: |
2.160 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.95% |
| 1 Month |
|
|
+13.64% |
| 3 Months |
|
|
+29.87% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.160 |
1.870 |
| 1M High / 1M Low: |
2.160 |
1.550 |
| 6M High / 6M Low: |
2.160 |
0.600 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.032 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.828 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.431 |
| Avg. volume 6M: |
|
23.622 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
73.09% |
| Volatility 6M: |
|
107.24% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
