BNP Paribas Call 30 CAG 21.06.2024
/ DE000PC2XXJ9
BNP Paribas Call 30 CAG 21.06.202.../ DE000PC2XXJ9 /
2024-05-17 9:50:39 PM |
Chg.-0.020 |
Bid9:59:29 PM |
Ask9:59:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.110EUR |
-15.38% |
0.110 Bid Size: 10,000 |
0.120 Ask Size: 10,000 |
ConAgra Brands Inc |
30.00 USD |
2024-06-21 |
Call |
Master data
WKN: |
PC2XXJ |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
ConAgra Brands Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
30.00 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: |
20.37 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.13 |
Intrinsic value: |
0.09 |
Implied volatility: |
0.23 |
Historic volatility: |
0.19 |
Parity: |
0.09 |
Time value: |
0.05 |
Break-even: |
29.00 |
Moneyness: |
1.03 |
Premium: |
0.02 |
Premium p.a.: |
0.19 |
Spread abs.: |
0.01 |
Spread %: |
7.69% |
Delta: |
0.71 |
Theta: |
-0.01 |
Omega: |
14.40 |
Rho: |
0.02 |
Quote data
Open: |
0.130 |
High: |
0.130 |
Low: |
0.110 |
Previous Close: |
0.130 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-26.67% |
1 Month |
|
|
0.00% |
3 Months |
|
|
+107.55% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.150 |
0.090 |
1M High / 1M Low: |
0.190 |
0.090 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.128 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.136 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
291.38% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |