BNP Paribas Call 52 PRY 19.09.2024
/ DE000PC8G3G5
BNP Paribas Call 52 PRY 19.09.202.../ DE000PC8G3G5 /
| 04/06/2024 15:51:56 |
Chg.-0.120 |
Bid21:08:53 |
Ask21:08:53 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.870EUR |
-12.12% |
0.880
Bid Size: 5,000 |
0.930
Ask Size: 5,000 |
PRYSMIAN |
52.00 EUR |
19/09/2024 |
Call |
Master data
| WKN: |
PC8G3G |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
PRYSMIAN |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
52.00 EUR |
| Maturity: |
19/09/2024 |
| Issue date: |
17/04/2024 |
| Last trading day: |
18/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.91 |
| Intrinsic value: |
0.81 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.25 |
| Parity: |
0.81 |
| Time value: |
0.23 |
| Break-even: |
62.40 |
| Moneyness: |
1.16 |
| Premium: |
0.04 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.05 |
| Spread %: |
5.05% |
| Delta: |
0.79 |
| Theta: |
-0.02 |
| Omega: |
4.57 |
| Rho: |
0.11 |
Quote data
| Open: |
0.860 |
| High: |
0.870 |
| Low: |
0.860 |
| Previous Close: |
0.990 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.92% |
| 1 Month |
|
|
+155.88% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.060 |
0.810 |
| 1M High / 1M Low: |
1.060 |
0.340 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.922 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.710 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
170.58% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
