BNP Paribas Call 52 BSN 20.12.2024
/ DE000PC2X1X9
BNP Paribas Call 52 BSN 20.12.202.../ DE000PC2X1X9 /
| 2024-06-14 9:20:27 PM |
Chg.-0.090 |
Bid9:59:18 PM |
Ask9:59:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.870EUR |
-9.38% |
0.880
Bid Size: 7,800 |
0.930
Ask Size: 7,800 |
DANONE S.A. EO -,25 |
52.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
PC2X1X |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
DANONE S.A. EO -,25 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
52.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-04 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.88 |
| Intrinsic value: |
0.78 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.13 |
| Parity: |
0.78 |
| Time value: |
0.23 |
| Break-even: |
62.10 |
| Moneyness: |
1.15 |
| Premium: |
0.04 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.05 |
| Spread %: |
5.21% |
| Delta: |
0.81 |
| Theta: |
-0.01 |
| Omega: |
4.80 |
| Rho: |
0.20 |
Quote data
| Open: |
0.970 |
| High: |
0.970 |
| Low: |
0.870 |
| Previous Close: |
0.960 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.45% |
| 1 Month |
|
|
-10.31% |
| 3 Months |
|
|
+1.16% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.980 |
0.870 |
| 1M High / 1M Low: |
0.980 |
0.850 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.934 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.933 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
61.42% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
