BNP Paribas Call 52 BAER 20.09.2024
/ DE000PC1MAA1
BNP Paribas Call 52 BAER 20.09.20.../ DE000PC1MAA1 /
| 2024-06-04 2:21:13 PM |
Chg.-0.030 |
Bid2024-06-04 |
Ask2024-06-04 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.490EUR |
-5.77% |
0.490
Bid Size: 30,000 |
0.500
Ask Size: 30,000 |
JULIUS BAER N |
52.00 CHF |
2024-09-20 |
Call |
Master data
| WKN: |
PC1MAA |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
JULIUS BAER N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
52.00 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: |
11.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.49 |
| Intrinsic value: |
0.20 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.29 |
| Parity: |
0.20 |
| Time value: |
0.30 |
| Break-even: |
58.24 |
| Moneyness: |
1.04 |
| Premium: |
0.05 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.01 |
| Spread %: |
2.04% |
| Delta: |
0.65 |
| Theta: |
-0.02 |
| Omega: |
7.14 |
| Rho: |
0.09 |
Quote data
| Open: |
0.510 |
| High: |
0.510 |
| Low: |
0.460 |
| Previous Close: |
0.520 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.26% |
| 1 Month |
|
|
+22.50% |
| 3 Months |
|
|
+188.24% |
| YTD |
|
|
+75.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.520 |
0.460 |
| 1M High / 1M Low: |
0.620 |
0.420 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-05-23 |
0.620 |
| Low (YTD): |
2024-02-28 |
0.120 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.480 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.504 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
126.76% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
