BNP Paribas Call 75 NEM 20.09.2024
/ DE000PC1H3N7
BNP Paribas Call 75 NEM 20.09.202.../ DE000PC1H3N7 /
| 5/17/2024 6:15:47 PM |
Chg.0.00 |
Bid10:00:06 PM |
Ask10:00:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.56EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
NEMETSCHEK SE O.N. |
75.00 EUR |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
12/11/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.49 |
| Intrinsic value: |
1.28 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.30 |
| Parity: |
1.28 |
| Time value: |
0.32 |
| Break-even: |
90.90 |
| Moneyness: |
1.17 |
| Premium: |
0.04 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.03 |
| Spread %: |
1.92% |
| Delta: |
0.81 |
| Theta: |
-0.03 |
| Omega: |
4.49 |
| Rho: |
0.19 |
Quote data
| Open: |
1.48 |
| High: |
1.60 |
| Low: |
1.48 |
| Previous Close: |
1.56 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.64% |
| 1 Month |
|
|
+48.57% |
| 3 Months |
|
|
-9.83% |
| YTD |
|
|
+20.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.56 |
1.33 |
| 1M High / 1M Low: |
1.56 |
1.03 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
3/27/2024 |
2.16 |
| Low (YTD): |
1/5/2024 |
0.98 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.48 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.30 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
143.18% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
