BNP Paribas Call 145 TXN 20.09.2024
/ DE000PC1K940
BNP Paribas Call 145 TXN 20.09.20.../ DE000PC1K940 /
2024-06-07 9:50:27 PM |
Chg.+0.020 |
Bid9:59:43 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
4.850EUR |
+0.41% |
4.820 Bid Size: 6,200 |
- Ask Size: - |
Texas Instruments In... |
145.00 USD |
2024-09-20 |
Call |
Master data
WKN: |
PC1K94 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Texas Instruments Incorporated |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
145.00 USD |
Maturity: |
2024-09-20 |
Issue date: |
2023-12-11 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.71 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.85 |
Intrinsic value: |
4.70 |
Implied volatility: |
0.24 |
Historic volatility: |
0.21 |
Parity: |
4.70 |
Time value: |
0.15 |
Break-even: |
181.63 |
Moneyness: |
1.35 |
Premium: |
0.01 |
Premium p.a.: |
0.03 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.99 |
Theta: |
-0.02 |
Omega: |
3.69 |
Rho: |
0.38 |
Quote data
Open: |
4.840 |
High: |
4.960 |
Low: |
4.770 |
Previous Close: |
4.830 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+2.54% |
1 Month |
|
|
+24.36% |
3 Months |
|
|
+56.96% |
YTD |
|
|
+54.46% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.850 |
4.590 |
1M High / 1M Low: |
5.380 |
3.900 |
6M High / 6M Low: |
- |
- |
High (YTD): |
2024-05-22 |
5.380 |
Low (YTD): |
2024-02-13 |
2.020 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.744 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
4.767 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
57.57% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |