BNP Paribas Call 85 AIG 20.12.2024
/ DE000PC6L798
BNP Paribas Call 85 AIG 20.12.202.../ DE000PC6L798 /
| 2024-09-26 6:50:44 PM |
Chg.-0.005 |
Bid2024-09-26 |
Ask2024-09-26 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.043EUR |
-10.42% |
0.043
Bid Size: 33,333 |
0.091
Ask Size: 33,333 |
American Internation... |
85.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
PC6L79 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
American International Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
85.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-03-14 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
72.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.18 |
| Parity: |
-1.08 |
| Time value: |
0.09 |
| Break-even: |
77.28 |
| Moneyness: |
0.86 |
| Premium: |
0.18 |
| Premium p.a.: |
1.02 |
| Spread abs.: |
0.04 |
| Spread %: |
93.62% |
| Delta: |
0.18 |
| Theta: |
-0.02 |
| Omega: |
13.26 |
| Rho: |
0.03 |
Quote data
| Open: |
0.048 |
| High: |
0.049 |
| Low: |
0.043 |
| Previous Close: |
0.048 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-32.81% |
| 1 Month |
|
|
-50.00% |
| 3 Months |
|
|
-76.11% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.064 |
0.048 |
| 1M High / 1M Low: |
0.130 |
0.048 |
| 6M High / 6M Low: |
0.480 |
0.048 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.055 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.079 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.233 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
264.00% |
| Volatility 6M: |
|
208.31% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
