BNP Paribas Call 240 CEG 20.09.2024
/ DE000PC9PZM9
BNP Paribas Call 240 CEG 20.09.20.../ DE000PC9PZM9 /
| 2024-05-29 1:21:05 PM |
Chg.-0.240 |
Bid1:46:26 PM |
Ask1:46:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.580EUR |
-13.19% |
1.700
Bid Size: 2,000 |
1.750
Ask Size: 2,000 |
Constellation Energy... |
240.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
PC9PZM |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Constellation Energy Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
240.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-05-13 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.24 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.31 |
| Parity: |
-0.80 |
| Time value: |
1.84 |
| Break-even: |
239.57 |
| Moneyness: |
0.96 |
| Premium: |
0.12 |
| Premium p.a.: |
0.45 |
| Spread abs.: |
0.02 |
| Spread %: |
1.10% |
| Delta: |
0.51 |
| Theta: |
-0.10 |
| Omega: |
5.88 |
| Rho: |
0.28 |
Quote data
| Open: |
1.710 |
| High: |
1.710 |
| Low: |
1.580 |
| Previous Close: |
1.820 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+25.40% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.970 |
1.260 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.640 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
