BNP Paribas Call 90 SIX2 20.12.2024
/ DE000PC1JB48
BNP Paribas Call 90 SIX2 20.12.20.../ DE000PC1JB48 /
| 6/19/2024 6:09:33 PM |
Chg.-0.020 |
Bid10:00:03 PM |
Ask10:00:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.130EUR |
-13.33% |
-
Bid Size: - |
-
Ask Size: - |
SIXT SE ST O.N. |
90.00 EUR |
12/20/2024 |
Call |
Master data
| WKN: |
PC1JB4 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SIXT SE ST O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
12/11/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
38.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.12 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.31 |
| Parity: |
-2.06 |
| Time value: |
0.18 |
| Break-even: |
91.80 |
| Moneyness: |
0.77 |
| Premium: |
0.32 |
| Premium p.a.: |
0.74 |
| Spread abs.: |
0.03 |
| Spread %: |
20.00% |
| Delta: |
0.20 |
| Theta: |
-0.01 |
| Omega: |
7.88 |
| Rho: |
0.06 |
Quote data
| Open: |
0.140 |
| High: |
0.140 |
| Low: |
0.130 |
| Previous Close: |
0.150 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.75% |
| 1 Month |
|
|
-62.86% |
| 3 Months |
|
|
-84.34% |
| YTD |
|
|
-93.01% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.160 |
0.130 |
| 1M High / 1M Low: |
0.350 |
0.130 |
| 6M High / 6M Low: |
1.860 |
0.130 |
| High (YTD): |
1/2/2024 |
1.820 |
| Low (YTD): |
6/19/2024 |
0.130 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.140 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.215 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.842 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
187.66% |
| Volatility 6M: |
|
192.56% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
