BNP Paribas Call 5.5 HSBA 20.09.2024
/ DE000PC3G6H1
BNP Paribas Call 5.5 HSBA 20.09.2.../ DE000PC3G6H1 /
| 2024-04-30 5:20:58 PM |
Chg.+0.290 |
Bid5:29:58 PM |
Ask5:29:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.760EUR |
+19.73% |
1.770
Bid Size: 2,000 |
1.790
Ask Size: 2,000 |
HSBC Holdings PLC OR... |
5.50 GBP |
2024-09-20 |
Call |
Master data
| WKN: |
PC3G6H |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
HSBC Holdings PLC ORD $0.50 (UK REG) |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
5.50 GBP |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-18 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.61 |
| Intrinsic value: |
1.47 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.25 |
| Parity: |
1.47 |
| Time value: |
0.32 |
| Break-even: |
8.23 |
| Moneyness: |
1.23 |
| Premium: |
0.04 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.02 |
| Spread %: |
1.13% |
| Delta: |
0.83 |
| Theta: |
0.00 |
| Omega: |
3.67 |
| Rho: |
0.02 |
Quote data
| Open: |
1.650 |
| High: |
1.830 |
| Low: |
1.650 |
| Previous Close: |
1.470 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+24.82% |
| 1 Month |
|
|
+77.78% |
| 3 Months |
|
|
+109.52% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.760 |
1.400 |
| 1M High / 1M Low: |
1.760 |
1.010 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.492 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.306 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
135.54% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
