BNP Paribas Call 140 A 20.09.2024
/ DE000PC39XE1
BNP Paribas Call 140 A 20.09.2024/ DE000PC39XE1 /
| 2024-05-27 9:20:45 AM |
Chg.+0.020 |
Bid2024-05-27 |
Ask2024-05-27 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.650EUR |
+1.23% |
1.650
Bid Size: 1,819 |
1.710
Ask Size: 1,755 |
Agilent Technologies |
140.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
PC39XE |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Agilent Technologies |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 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: |
8.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.41 |
| Intrinsic value: |
0.98 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.23 |
| Parity: |
0.98 |
| Time value: |
0.70 |
| Break-even: |
145.87 |
| Moneyness: |
1.08 |
| Premium: |
0.05 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.02 |
| Spread %: |
1.20% |
| Delta: |
0.71 |
| Theta: |
-0.05 |
| Omega: |
5.85 |
| Rho: |
0.26 |
Quote data
| Open: |
1.650 |
| High: |
1.650 |
| Low: |
1.650 |
| Previous Close: |
1.630 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.82% |
| 1 Month |
|
|
+63.37% |
| 3 Months |
|
|
+58.65% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.960 |
1.630 |
| 1M High / 1M Low: |
1.970 |
0.930 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.792 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.506 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
142.00% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
