BNP Paribas Call 14 DHER 20.09.2024
/ DE000PC4NQY9
BNP Paribas Call 14 DHER 20.09.20.../ DE000PC4NQY9 /
| 2024-05-31 12:21:05 PM |
Chg.-0.070 |
Bid1:02:10 PM |
Ask1:02:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.420EUR |
-4.70% |
1.430
Bid Size: 75,000 |
1.470
Ask Size: 75,000 |
DELIVERY HERO SE NA ... |
14.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
PC4NQY |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
DELIVERY HERO SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
14.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-06 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
1.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.45 |
| Intrinsic value: |
1.42 |
| Implied volatility: |
1.28 |
| Historic volatility: |
0.69 |
| Parity: |
1.42 |
| Time value: |
0.13 |
| Break-even: |
29.50 |
| Moneyness: |
2.02 |
| Premium: |
0.04 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.05 |
| Spread %: |
3.33% |
| Delta: |
0.91 |
| Theta: |
-0.02 |
| Omega: |
1.66 |
| Rho: |
0.03 |
Quote data
| Open: |
1.490 |
| High: |
1.490 |
| Low: |
1.420 |
| Previous Close: |
1.490 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.88% |
| 1 Month |
|
|
+7.58% |
| 3 Months |
|
|
+54.35% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.630 |
1.420 |
| 1M High / 1M Low: |
1.860 |
1.150 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.550 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.503 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
201.39% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
