BNP Paribas Call ABEC/ DE000PC35Z09 /
2024-05-10 12:49:19 PM | Chg.- | Bid10:00:38 PM | Ask10:00:38 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
2.09EUR | - | - Bid Size: - |
- Ask Size: - |
ALPHABET INC.CL C DL... | - - | 2024-05-17 | Call |
Master data
WKN: | PC35Z0 |
---|---|
Issuer: | BNP PARIBAS |
Currency: | EUR |
Underlying: | ALPHABET INC.CL C DL-,001 |
Type: | Warrant |
Option type: | Call |
Strike price: | - - |
Maturity: | 2024-05-17 |
Issue date: | 2024-01-30 |
Last trading day: | 2024-05-13 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 7.98 |
Leverage: | Yes |
Calculated values
Fair value: | 1.07 |
---|---|
Intrinsic value: | 1.07 |
Implied volatility: | 4.35 |
Historic volatility: | 0.25 |
Parity: | 1.07 |
Time value: | 0.93 |
Break-even: | 169.00 |
Moneyness: | 1.07 |
Premium: | 0.06 |
Premium p.a.: | 0.00 |
Spread abs.: | 0.00 |
Spread %: | 0.00% |
Delta: | 0.66 |
Theta: | -6.66 |
Omega: | 5.29 |
Rho: | 0.00 |
Quote data
Open: | 2.08 |
---|---|
High: | 2.09 |
Low: | 2.08 |
Previous Close: | 2.04 |
Turnover: | 0.00 |
Market phase: | SU |
All quotes in EUR
Performance
1 Week | 0.00% | ||
---|---|---|---|
1 Month | +104.90% | ||
3 Months | +242.62% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 2.09 | 2.09 |
---|---|---|
1M High / 1M Low: | 2.53 | 1.00 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 2.09 | |
Avg. volume 1W: | 0.00 | |
Avg. price 1M: | 1.66 | |
Avg. volume 1M: | 0.00 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 614.96% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |