BNP Paribas Call 250 CEG 17.01.2025
/ DE000PC8HFW9
BNP Paribas Call 250 CEG 17.01.20.../ DE000PC8HFW9 /
| 08/01/2025 21:55:23 |
Chg.-0.640 |
Bid21:59:52 |
Ask21:59:52 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.450EUR |
-58.72% |
0.510
Bid Size: 10,000 |
0.530
Ask Size: 10,000 |
Constellation Energy... |
250.00 USD |
17/01/2025 |
Call |
Master data
| WKN: |
PC8HFW |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Constellation Energy Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
250.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
17/04/2024 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
22.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.09 |
| Intrinsic value: |
0.54 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.51 |
| Parity: |
0.54 |
| Time value: |
0.58 |
| Break-even: |
252.94 |
| Moneyness: |
1.02 |
| Premium: |
0.02 |
| Premium p.a.: |
1.54 |
| Spread abs.: |
0.02 |
| Spread %: |
1.82% |
| Delta: |
0.62 |
| Theta: |
-0.44 |
| Omega: |
13.79 |
| Rho: |
0.04 |
Quote data
| Open: |
1.290 |
| High: |
1.290 |
| Low: |
0.200 |
| Previous Close: |
1.090 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+125.00% |
| 1 Month |
|
|
-73.37% |
| 3 Months |
|
|
-89.89% |
| YTD |
|
|
+125.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.720 |
0.600 |
| 1M High / 1M Low: |
1.720 |
0.200 |
| 6M High / 6M Low: |
4.930 |
0.200 |
| High (YTD): |
06/01/2025 |
1.720 |
| Low (YTD): |
02/01/2025 |
0.600 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.105 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.759 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.564 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
830.90% |
| Volatility 6M: |
|
565.20% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |