BNP Paribas Call 7.5 TKA 18.12.2026
/ DE000PC30BU2
BNP Paribas Call 7.5 TKA 18.12.20.../ DE000PC30BU2 /
5/21/2024 9:52:17 AM |
Chg.-0.070 |
Bid5:37:03 PM |
Ask5:37:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.580EUR |
-10.77% |
0.550 Bid Size: 6,200 |
0.670 Ask Size: 6,200 |
THYSSENKRUPP AG O.N. |
7.50 EUR |
12/18/2026 |
Call |
Master data
WKN: |
PC30BU |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
THYSSENKRUPP AG O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
7.50 EUR |
Maturity: |
12/18/2026 |
Issue date: |
1/26/2024 |
Last trading day: |
12/17/2026 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
7.01 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.44 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.40 |
Historic volatility: |
0.32 |
Parity: |
-2.66 |
Time value: |
0.69 |
Break-even: |
8.19 |
Moneyness: |
0.65 |
Premium: |
0.69 |
Premium p.a.: |
0.23 |
Spread abs.: |
0.12 |
Spread %: |
21.05% |
Delta: |
0.42 |
Theta: |
0.00 |
Omega: |
2.95 |
Rho: |
0.03 |
Quote data
Open: |
0.580 |
High: |
0.580 |
Low: |
0.580 |
Previous Close: |
0.650 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-9.38% |
1 Month |
|
|
0.00% |
3 Months |
|
|
+5.45% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.650 |
0.520 |
1M High / 1M Low: |
0.670 |
0.520 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.602 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.608 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
115.01% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |