BNP Paribas Call 48 BAER 20.09.2024
/ DE000PC1L997
BNP Paribas Call 48 BAER 20.09.20.../ DE000PC1L997 /
| 2024-06-04 4:21:26 PM |
Chg.-0.040 |
Bid5:17:43 PM |
Ask5:17:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.780EUR |
-4.88% |
-
Bid Size: - |
-
Ask Size: - |
JULIUS BAER N |
48.00 CHF |
2024-09-20 |
Call |
Master data
| WKN: |
PC1L99 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
JULIUS BAER N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
48.00 CHF |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-11 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.76 |
| Intrinsic value: |
0.61 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.29 |
| Parity: |
0.61 |
| Time value: |
0.20 |
| Break-even: |
57.24 |
| Moneyness: |
1.12 |
| Premium: |
0.04 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.02 |
| Spread %: |
2.53% |
| Delta: |
0.78 |
| Theta: |
-0.02 |
| Omega: |
5.32 |
| Rho: |
0.10 |
Quote data
| Open: |
0.800 |
| High: |
0.800 |
| Low: |
0.750 |
| Previous Close: |
0.820 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.63% |
| 1 Month |
|
|
+18.18% |
| 3 Months |
|
|
+151.61% |
| YTD |
|
|
+69.57% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.820 |
0.750 |
| 1M High / 1M Low: |
0.930 |
0.680 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-05-23 |
0.930 |
| Low (YTD): |
2024-02-28 |
0.240 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.770 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.790 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
99.38% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
