BNP Paribas Call 55 PRY 19.12.2024
/ DE000PC8G3M3
BNP Paribas Call 55 PRY 19.12.202.../ DE000PC8G3M3 /
| 18/06/2024 17:21:15 |
Chg.+0.040 |
Bid17:43:12 |
Ask17:43:12 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.640EUR |
+6.67% |
0.650
Bid Size: 5,000 |
0.690
Ask Size: 5,000 |
PRYSMIAN |
55.00 EUR |
19/12/2024 |
Call |
Master data
| WKN: |
PC8G3M |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
PRYSMIAN |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
55.00 EUR |
| Maturity: |
19/12/2024 |
| Issue date: |
17/04/2024 |
| Last trading day: |
18/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.54 |
| Intrinsic value: |
0.16 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.25 |
| Parity: |
0.16 |
| Time value: |
0.48 |
| Break-even: |
61.40 |
| Moneyness: |
1.03 |
| Premium: |
0.08 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.04 |
| Spread %: |
6.67% |
| Delta: |
0.63 |
| Theta: |
-0.02 |
| Omega: |
5.54 |
| Rho: |
0.15 |
Quote data
| Open: |
0.610 |
| High: |
0.650 |
| Low: |
0.610 |
| Previous Close: |
0.600 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.67% |
| 1 Month |
|
|
+6.67% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.700 |
0.600 |
| 1M High / 1M Low: |
0.960 |
0.600 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.626 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.742 |
| Avg. volume 1M: |
|
238.095 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
164.15% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
