BNP Paribas Call 150 FI 20.09.2024
/ DE000PC38U19
BNP Paribas Call 150 FI 20.09.202.../ DE000PC38U19 /
| 2024-06-11 8:18:54 AM |
Chg.-0.110 |
Bid4:55:37 PM |
Ask4:55:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.710EUR |
-13.41% |
0.660
Bid Size: 4,546 |
0.670
Ask Size: 4,478 |
Fiserv |
150.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
PC38U1 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Fiserv |
| 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: |
19.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.49 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.15 |
| Parity: |
-0.04 |
| Time value: |
0.73 |
| Break-even: |
146.66 |
| Moneyness: |
1.00 |
| Premium: |
0.06 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.01 |
| Spread %: |
1.39% |
| Delta: |
0.55 |
| Theta: |
-0.04 |
| Omega: |
10.45 |
| Rho: |
0.19 |
Quote data
| Open: |
0.710 |
| High: |
0.710 |
| Low: |
0.710 |
| Previous Close: |
0.820 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.58% |
| 1 Month |
|
|
-38.79% |
| 3 Months |
|
|
-39.32% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.820 |
0.650 |
| 1M High / 1M Low: |
1.130 |
0.630 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.722 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.848 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
177.85% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
