BNP Paribas Call 170 A 20.09.2024
/ DE000PC6L442
BNP Paribas Call 170 A 20.09.2024/ DE000PC6L442 /
2024-05-23 5:21:02 PM |
Chg.-0.030 |
Bid5:27:27 PM |
Ask5:27:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.390EUR |
-7.14% |
0.400 Bid Size: 7,500 |
0.420 Ask Size: 7,143 |
Agilent Technologies |
170.00 USD |
2024-09-20 |
Call |
Master data
WKN: |
PC6L44 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Agilent Technologies |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
170.00 USD |
Maturity: |
2024-09-20 |
Issue date: |
2024-03-14 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
32.09 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.29 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.29 |
Historic volatility: |
0.24 |
Parity: |
-1.58 |
Time value: |
0.44 |
Break-even: |
161.44 |
Moneyness: |
0.90 |
Premium: |
0.14 |
Premium p.a.: |
0.50 |
Spread abs.: |
0.02 |
Spread %: |
4.76% |
Delta: |
0.32 |
Theta: |
-0.04 |
Omega: |
10.13 |
Rho: |
0.13 |
Quote data
Open: |
0.420 |
High: |
0.420 |
Low: |
0.370 |
Previous Close: |
0.420 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-22.00% |
1 Month |
|
|
+85.71% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.500 |
0.420 |
1M High / 1M Low: |
0.500 |
0.160 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.470 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.303 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
255.92% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |