BNP Paribas Call 46 UNVB 21.03.2025
/ DE000PC706Z9
BNP Paribas Call 46 UNVB 21.03.20.../ DE000PC706Z9 /
| 12/12/2024 9:20:28 PM |
Chg.+0.010 |
Bid9:55:11 PM |
Ask9:55:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.060EUR |
+0.95% |
-
Bid Size: - |
-
Ask Size: - |
UNILEVER PLC LS-,0... |
46.00 - |
3/21/2025 |
Call |
Master data
| WKN: |
PC706Z |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
UNILEVER PLC LS-,031111 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
46.00 - |
| Maturity: |
3/21/2025 |
| Issue date: |
4/9/2024 |
| Last trading day: |
12/13/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.90 |
| Intrinsic value: |
0.87 |
| Implied volatility: |
0.63 |
| Historic volatility: |
0.16 |
| Parity: |
0.87 |
| Time value: |
0.24 |
| Break-even: |
57.10 |
| Moneyness: |
1.19 |
| Premium: |
0.04 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.05 |
| Spread %: |
4.72% |
| Delta: |
0.79 |
| Theta: |
-0.03 |
| Omega: |
3.87 |
| Rho: |
0.06 |
Quote data
| Open: |
1.040 |
| High: |
1.070 |
| Low: |
0.990 |
| Previous Close: |
1.050 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+3.92% |
| 3 Months |
|
|
-7.02% |
| YTD |
|
|
0.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.060 |
1.020 |
| 6M High / 6M Low: |
1.420 |
0.690 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.043 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.093 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
22.24% |
| Volatility 6M: |
|
97.27% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |