BNP Paribas Call 75 NEM 20.09.2024
/ DE000PC1H3N7
BNP Paribas Call 75 NEM 20.09.202.../ DE000PC1H3N7 /
| 2024-06-10 2:21:09 PM |
Chg.+0.020 |
Bid2024-06-10 |
Ask2024-06-10 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.150EUR |
+0.94% |
2.150
Bid Size: 5,000 |
2.170
Ask Size: 5,000 |
NEMETSCHEK SE O.N. |
75.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
PC1H3N |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
NEMETSCHEK SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
75.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-11 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.02 |
| Intrinsic value: |
1.90 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.31 |
| Parity: |
1.90 |
| Time value: |
0.27 |
| Break-even: |
96.60 |
| Moneyness: |
1.25 |
| Premium: |
0.03 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.03 |
| Spread %: |
1.41% |
| Delta: |
0.86 |
| Theta: |
-0.03 |
| Omega: |
3.74 |
| Rho: |
0.17 |
Quote data
| Open: |
2.090 |
| High: |
2.200 |
| Low: |
2.090 |
| Previous Close: |
2.130 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+39.61% |
| 1 Month |
|
|
+52.48% |
| 3 Months |
|
|
+18.78% |
| YTD |
|
|
+65.38% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.370 |
1.490 |
| 1M High / 1M Low: |
2.370 |
1.240 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-06-06 |
2.370 |
| Low (YTD): |
2024-01-05 |
0.960 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.888 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.665 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
191.42% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
