BNP Paribas Call 165 TXN 20.09.2024
/ DE000PC1K981
BNP Paribas Call 165 TXN 20.09.20.../ DE000PC1K981 /
| 2024-06-07 9:50:24 PM |
Chg.0.000 |
Bid9:59:46 PM |
Ask9:59:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.150EUR |
0.00% |
3.120
Bid Size: 4,500 |
3.130
Ask Size: 4,500 |
Texas Instruments In... |
165.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
PC1K98 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Texas Instruments Incorporated |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
165.00 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: |
5.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.07 |
| Intrinsic value: |
2.87 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.21 |
| Parity: |
2.87 |
| Time value: |
0.30 |
| Break-even: |
183.19 |
| Moneyness: |
1.19 |
| Premium: |
0.02 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
0.32% |
| Delta: |
0.90 |
| Theta: |
-0.04 |
| Omega: |
5.11 |
| Rho: |
0.37 |
Quote data
| Open: |
3.150 |
| High: |
3.260 |
| Low: |
3.070 |
| Previous Close: |
3.150 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.94% |
| 1 Month |
|
|
+37.55% |
| 3 Months |
|
|
+57.50% |
| YTD |
|
|
+62.37% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.150 |
2.930 |
| 1M High / 1M Low: |
3.670 |
2.290 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-05-22 |
3.670 |
| Low (YTD): |
2024-04-19 |
1.010 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.048 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.063 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
81.99% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
