BNP Paribas Call 1300 1N8 20.09.2024
/ DE000PC1FJ10
BNP Paribas Call 1300 1N8 20.09.2.../ DE000PC1FJ10 /
| 2024-05-28 11:46:59 AM |
Chg.+0.060 |
Bid8:30:21 PM |
Ask8:30:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.900EUR |
+7.14% |
0.800
Bid Size: 7,760 |
0.870
Ask Size: 7,760 |
ADYEN N.V. E... |
1,300.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
PC1FJ1 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ADYEN N.V. EO-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
1,300.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-08 |
| Last trading day: |
2024-09-19 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
12.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.67 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.68 |
| Parity: |
-0.66 |
| Time value: |
1.01 |
| Break-even: |
1,401.00 |
| Moneyness: |
0.95 |
| Premium: |
0.14 |
| Premium p.a.: |
0.50 |
| Spread abs.: |
0.07 |
| Spread %: |
7.45% |
| Delta: |
0.49 |
| Theta: |
-0.58 |
| Omega: |
5.93 |
| Rho: |
1.57 |
Quote data
| Open: |
0.910 |
| High: |
0.910 |
| Low: |
0.900 |
| Previous Close: |
0.840 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.25% |
| 1 Month |
|
|
+1.12% |
| 3 Months |
|
|
-66.54% |
| YTD |
|
|
-26.83% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.960 |
0.780 |
| 1M High / 1M Low: |
1.270 |
0.550 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-03-28 |
3.590 |
| Low (YTD): |
2024-05-02 |
0.550 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.854 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.916 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
182.80% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
