BNP Paribas Call 220 BA 20.09.2024
/ DE000PC1FY03
BNP Paribas Call 220 BA 20.09.202.../ DE000PC1FY03 /
| 2024-05-15 10:50:37 AM |
Chg.-0.060 |
Bid2024-05-15 |
Ask2024-05-15 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.270EUR |
-18.18% |
0.270
Bid Size: 37,000 |
0.320
Ask Size: 37,000 |
Boeing Co |
220.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
PC1FY0 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Boeing Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-08 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
50.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.18 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.27 |
| Parity: |
-3.63 |
| Time value: |
0.33 |
| Break-even: |
206.74 |
| Moneyness: |
0.82 |
| Premium: |
0.24 |
| Premium p.a.: |
0.83 |
| Spread abs.: |
0.01 |
| Spread %: |
3.13% |
| Delta: |
0.20 |
| Theta: |
-0.04 |
| Omega: |
10.09 |
| Rho: |
0.11 |
Quote data
| Open: |
0.270 |
| High: |
0.270 |
| Low: |
0.260 |
| Previous Close: |
0.330 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.59% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
-82.47% |
| YTD |
|
|
-94.81% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.340 |
0.290 |
| 1M High / 1M Low: |
0.340 |
0.150 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-02 |
4.560 |
| Low (YTD): |
2024-04-24 |
0.150 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.316 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.264 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
396.19% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
