BNP Paribas Call 28 CAG 21.06.2024
/ DE000PC2XXK7
BNP Paribas Call 28 CAG 21.06.202.../ DE000PC2XXK7 /
| 2024-05-17 9:50:39 PM |
Chg.-0.020 |
Bid2024-05-17 |
Ask2024-05-17 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.270EUR |
-6.90% |
0.270
Bid Size: 19,600 |
0.280
Ask Size: 19,600 |
ConAgra Brands Inc |
28.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
PC2XXK |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ConAgra Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
28.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-01-04 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.29 |
| Intrinsic value: |
0.28 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.19 |
| Parity: |
0.28 |
| Time value: |
0.02 |
| Break-even: |
28.76 |
| Moneyness: |
1.11 |
| Premium: |
0.01 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
3.45% |
| Delta: |
0.88 |
| Theta: |
-0.01 |
| Omega: |
8.40 |
| Rho: |
0.02 |
Quote data
| Open: |
0.290 |
| High: |
0.290 |
| Low: |
0.270 |
| Previous Close: |
0.290 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.90% |
| 1 Month |
|
|
+12.50% |
| 3 Months |
|
|
+125.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.310 |
0.240 |
| 1M High / 1M Low: |
0.340 |
0.240 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.284 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.286 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
160.61% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
