BNP Paribas Call 160 FI 20.09.2024
/ DE000PC38U27
BNP Paribas Call 160 FI 20.09.202.../ DE000PC38U27 /
| 2024-06-05 1:50:40 PM |
Chg.+0.010 |
Bid2024-06-05 |
Ask2024-06-05 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.300EUR |
+3.45% |
0.300
Bid Size: 10,000 |
0.320
Ask Size: 9,375 |
Fiserv |
160.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
PC38U2 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Fiserv |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 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: |
46.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.15 |
| Parity: |
-1.10 |
| Time value: |
0.29 |
| Break-even: |
149.94 |
| Moneyness: |
0.92 |
| Premium: |
0.10 |
| Premium p.a.: |
0.39 |
| Spread abs.: |
0.01 |
| Spread %: |
3.57% |
| Delta: |
0.30 |
| Theta: |
-0.03 |
| Omega: |
14.22 |
| Rho: |
0.11 |
Quote data
| Open: |
0.280 |
| High: |
0.300 |
| Low: |
0.280 |
| Previous Close: |
0.290 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.23% |
| 1 Month |
|
|
-31.82% |
| 3 Months |
|
|
-55.22% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.310 |
0.290 |
| 1M High / 1M Low: |
0.610 |
0.290 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.300 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.445 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
158.53% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
