BNP Paribas Call 280 CDNS 20.09.2024
/ DE000PC4AFW3
BNP Paribas Call 280 CDNS 20.09.2.../ DE000PC4AFW3 /
2024-05-17 9:50:29 PM |
Chg.-0.110 |
Bid9:59:59 PM |
Ask9:59:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.600EUR |
-4.06% |
2.610 Bid Size: 1,602 |
2.620 Ask Size: 1,602 |
Cadence Design Syste... |
280.00 USD |
2024-09-20 |
Call |
Master data
WKN: |
PC4AFW |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Cadence Design Systems Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
280.00 USD |
Maturity: |
2024-09-20 |
Issue date: |
2024-01-31 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
10.18 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.16 |
Intrinsic value: |
0.81 |
Implied volatility: |
0.33 |
Historic volatility: |
0.25 |
Parity: |
0.81 |
Time value: |
1.80 |
Break-even: |
283.72 |
Moneyness: |
1.03 |
Premium: |
0.07 |
Premium p.a.: |
0.21 |
Spread abs.: |
0.01 |
Spread %: |
0.38% |
Delta: |
0.63 |
Theta: |
-0.09 |
Omega: |
6.39 |
Rho: |
0.48 |
Quote data
Open: |
2.640 |
High: |
2.700 |
Low: |
2.600 |
Previous Close: |
2.710 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+0.78% |
1 Month |
|
|
-17.46% |
3 Months |
|
|
-31.22% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.950 |
2.360 |
1M High / 1M Low: |
3.150 |
2.170 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.614 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.565 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
153.83% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |