BNP Paribas Call 48 KR 17.01.2025
/ DE000PC39BL2
BNP Paribas Call 48 KR 17.01.2025/ DE000PC39BL2 /
| 5/31/2024 9:50:26 PM |
Chg.+0.010 |
Bid9:58:21 PM |
Ask9:58:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.690EUR |
+1.47% |
0.710
Bid Size: 7,000 |
0.720
Ask Size: 7,000 |
Kroger Co |
48.00 USD |
1/17/2025 |
Call |
Master data
| WKN: |
PC39BL |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Kroger Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
48.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
1/31/2024 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.59 |
| Intrinsic value: |
0.40 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.18 |
| Parity: |
0.40 |
| Time value: |
0.32 |
| Break-even: |
51.45 |
| Moneyness: |
1.09 |
| Premium: |
0.07 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
1.41% |
| Delta: |
0.72 |
| Theta: |
-0.01 |
| Omega: |
4.86 |
| Rho: |
0.17 |
Quote data
| Open: |
0.680 |
| High: |
0.700 |
| Low: |
0.680 |
| Previous Close: |
0.680 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.00% |
| 1 Month |
|
|
-28.13% |
| 3 Months |
|
|
+21.05% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.760 |
0.680 |
| 1M High / 1M Low: |
0.970 |
0.680 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.706 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.835 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
68.97% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
