BNP Paribas Call 140 A 20.09.2024
/ DE000PC39XE1
BNP Paribas Call 140 A 20.09.2024/ DE000PC39XE1 /
| 2024-05-23 8:18:15 AM |
Chg.-0.04 |
Bid6:24:19 PM |
Ask6:24:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.82EUR |
-2.15% |
1.76
Bid Size: 7,000 |
1.78
Ask Size: 7,000 |
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: |
7.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.59 |
| Intrinsic value: |
1.19 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.24 |
| Parity: |
1.19 |
| Time value: |
0.64 |
| Break-even: |
147.63 |
| Moneyness: |
1.09 |
| Premium: |
0.05 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.02 |
| Spread %: |
1.11% |
| Delta: |
0.73 |
| Theta: |
-0.05 |
| Omega: |
5.66 |
| Rho: |
0.28 |
Quote data
| Open: |
1.82 |
| High: |
1.82 |
| Low: |
1.82 |
| Previous Close: |
1.86 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.19% |
| 1 Month |
|
|
+119.28% |
| 3 Months |
|
|
+82.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.95 |
1.86 |
| 1M High / 1M Low: |
1.95 |
0.83 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.93 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.35 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
162.78% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
