BNP Paribas Call 150 A 20.09.2024
/ DE000PC39XF8
BNP Paribas Call 150 A 20.09.2024/ DE000PC39XF8 /
| 2024-05-23 8:18:15 AM |
Chg.-0.03 |
Bid4:30:06 PM |
Ask4:30:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.21EUR |
-2.42% |
1.14
Bid Size: 5,400 |
1.16
Ask Size: 5,400 |
Agilent Technologies |
150.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
PC39XF |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Agilent Technologies |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-31 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.99 |
| Intrinsic value: |
0.27 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.24 |
| Parity: |
0.27 |
| Time value: |
0.96 |
| Break-even: |
150.87 |
| Moneyness: |
1.02 |
| Premium: |
0.07 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.02 |
| Spread %: |
1.65% |
| Delta: |
0.60 |
| Theta: |
-0.05 |
| Omega: |
6.94 |
| Rho: |
0.24 |
Quote data
| Open: |
1.21 |
| High: |
1.21 |
| Low: |
1.21 |
| Previous Close: |
1.24 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.33% |
| 1 Month |
|
|
+152.08% |
| 3 Months |
|
|
+86.15% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.33 |
1.24 |
| 1M High / 1M Low: |
1.33 |
0.48 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.30 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.86 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
217.41% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
