BNP Paribas Call 32 CAG 20.09.202.../  DE000PC39HM7  /

EUWAX
2024-05-20  10:19:04 AM Chg.-0.020 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.090EUR -18.18% -
Bid Size: -
-
Ask Size: -
ConAgra Brands Inc 32.00 USD 2024-09-20 Call
 

Master data

WKN: PC39HM
Issuer: BNP PARIBAS
Currency: EUR
Underlying: ConAgra Brands Inc
Type: Warrant
Option type: Call
Strike price: 32.00 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: 28.26
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.18
Parity: -0.12
Time value: 0.10
Break-even: 30.43
Moneyness: 0.96
Premium: 0.08
Premium p.a.: 0.25
Spread abs.: 0.01
Spread %: 11.11%
Delta: 0.43
Theta: -0.01
Omega: 12.19
Rho: 0.04
 

Quote data

Open: 0.090
High: 0.090
Low: 0.090
Previous Close: 0.110
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -25.00%
1 Month
  -10.00%
3 Months  
+80.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.120 0.087
1M High / 1M Low: 0.150 0.087
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.107
Avg. volume 1W:   0.000
Avg. price 1M:   0.120
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   211.51%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -