BNP Paribas Call 82 NEM 20.09.2024
/ DE000PC1H3R8
BNP Paribas Call 82 NEM 20.09.202.../ DE000PC1H3R8 /
| 17/05/2024 18:15:52 |
Chg.+0.01 |
Bid22:00:04 |
Ask22:00:04 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.04EUR |
+0.97% |
-
Bid Size: - |
-
Ask Size: - |
NEMETSCHEK SE O.N. |
82.00 EUR |
20/09/2024 |
Call |
Master data
| WKN: |
PC1H3R |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
NEMETSCHEK SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
82.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
11/12/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.98 |
| Intrinsic value: |
0.58 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.30 |
| Parity: |
0.58 |
| Time value: |
0.49 |
| Break-even: |
92.60 |
| Moneyness: |
1.07 |
| Premium: |
0.06 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.02 |
| Spread %: |
1.92% |
| Delta: |
0.69 |
| Theta: |
-0.03 |
| Omega: |
5.75 |
| Rho: |
0.17 |
Quote data
| Open: |
0.97 |
| High: |
1.07 |
| Low: |
0.97 |
| Previous Close: |
1.03 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.04% |
| 1 Month |
|
|
+60.00% |
| 3 Months |
|
|
-18.11% |
| YTD |
|
|
+11.83% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.04 |
0.85 |
| 1M High / 1M Low: |
1.04 |
0.62 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
08/02/2024 |
1.62 |
| Low (YTD): |
02/05/2024 |
0.62 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.97 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.83 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
179.51% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
