BNP Paribas Call 50 NTR 19.12.2025
/ DE000PC1L4Z3
BNP Paribas Call 50 NTR 19.12.202.../ DE000PC1L4Z3 /
| 2024-06-12 10:24:07 AM |
Chg.-0.11 |
Bid12:30:46 PM |
Ask12:30:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.98EUR |
-10.09% |
0.98
Bid Size: 13,800 |
1.00
Ask Size: 13,800 |
Nutrien Ltd |
50.00 USD |
2025-12-19 |
Call |
Master data
| WKN: |
PC1L4Z |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Nutrien Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
50.00 USD |
| Maturity: |
2025-12-19 |
| Issue date: |
2023-12-11 |
| Last trading day: |
2025-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.94 |
| Intrinsic value: |
0.30 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.27 |
| Parity: |
0.30 |
| Time value: |
0.69 |
| Break-even: |
56.46 |
| Moneyness: |
1.06 |
| Premium: |
0.14 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.02 |
| Spread %: |
2.06% |
| Delta: |
0.69 |
| Theta: |
-0.01 |
| Omega: |
3.47 |
| Rho: |
0.37 |
Quote data
| Open: |
0.98 |
| High: |
0.98 |
| Low: |
0.98 |
| Previous Close: |
1.09 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.97% |
| 1 Month |
|
|
-29.50% |
| 3 Months |
|
|
-8.41% |
| YTD |
|
|
-30.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.24 |
1.09 |
| 1M High / 1M Low: |
1.50 |
1.09 |
| 6M High / 6M Low: |
1.50 |
0.90 |
| High (YTD): |
2024-05-23 |
1.50 |
| Low (YTD): |
2024-02-15 |
0.90 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.14 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.30 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.16 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
77.11% |
| Volatility 6M: |
|
80.07% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
