BNP Paribas Call 160 A 20.09.2024
/ DE000PC5DDH0
BNP Paribas Call 160 A 20.09.2024/ DE000PC5DDH0 /
| 2024-05-24 9:50:35 PM |
Chg.-0.020 |
Bid9:59:41 PM |
Ask9:59:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.630EUR |
-3.08% |
0.650
Bid Size: 4,616 |
0.670
Ask Size: 4,478 |
Agilent Technologies |
160.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
PC5DDH |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Agilent Technologies |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-21 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
20.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.45 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.23 |
| Parity: |
-0.86 |
| Time value: |
0.67 |
| Break-even: |
154.21 |
| Moneyness: |
0.94 |
| Premium: |
0.11 |
| Premium p.a.: |
0.38 |
| Spread abs.: |
0.02 |
| Spread %: |
3.08% |
| Delta: |
0.42 |
| Theta: |
-0.04 |
| Omega: |
8.78 |
| Rho: |
0.17 |
Quote data
| Open: |
0.650 |
| High: |
0.660 |
| Low: |
0.600 |
| Previous Close: |
0.650 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.88% |
| 1 Month |
|
|
+85.29% |
| 3 Months |
|
|
+61.54% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.830 |
0.630 |
| 1M High / 1M Low: |
0.850 |
0.300 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.730 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.579 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
215.91% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
