BNP Paribas Call 90 EW 20.09.2024
/ DE000PC386W7
BNP Paribas Call 90 EW 20.09.2024/ DE000PC386W7 /
| 2024-06-03 7:50:42 PM |
Chg.+0.060 |
Bid8:01:18 PM |
Ask8:01:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.480EUR |
+14.29% |
0.480
Bid Size: 8,200 |
0.490
Ask Size: 8,200 |
Edwards Lifesciences... |
90.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
PC386W |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Edwards Lifesciences Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 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: |
17.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.36 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.26 |
| Parity: |
-0.29 |
| Time value: |
0.46 |
| Break-even: |
87.53 |
| Moneyness: |
0.97 |
| Premium: |
0.09 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
0.01 |
| Spread %: |
2.22% |
| Delta: |
0.48 |
| Theta: |
-0.03 |
| Omega: |
8.32 |
| Rho: |
0.10 |
Quote data
| Open: |
0.430 |
| High: |
0.560 |
| Low: |
0.420 |
| Previous Close: |
0.420 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.00% |
| 1 Month |
|
|
+6.67% |
| 3 Months |
|
|
-21.31% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.500 |
0.420 |
| 1M High / 1M Low: |
0.670 |
0.410 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.460 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.508 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
238.81% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
