BNP Paribas Call 850 BLK 20.09.2024
/ DE000PC4AEV8
BNP Paribas Call 850 BLK 20.09.20.../ DE000PC4AEV8 /
| 2024-05-31 9:50:31 PM |
Chg.+0.020 |
Bid9:59:55 PM |
Ask9:59:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.110EUR |
+22.22% |
0.110
Bid Size: 23,000 |
0.130
Ask Size: 23,000 |
BlackRock Inc |
850.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
PC4AEV |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
BlackRock Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
850.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-31 |
| Last trading day: |
2024-09-19 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
58.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.18 |
| Parity: |
-0.81 |
| Time value: |
0.12 |
| Break-even: |
796.75 |
| Moneyness: |
0.90 |
| Premium: |
0.13 |
| Premium p.a.: |
0.50 |
| Spread abs.: |
0.02 |
| Spread %: |
20.00% |
| Delta: |
0.24 |
| Theta: |
-0.14 |
| Omega: |
14.13 |
| Rho: |
0.48 |
Quote data
| Open: |
0.090 |
| High: |
0.120 |
| Low: |
0.090 |
| Previous Close: |
0.090 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.43% |
| 1 Month |
|
|
-21.43% |
| 3 Months |
|
|
-73.17% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.140 |
0.080 |
| 1M High / 1M Low: |
0.270 |
0.080 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.106 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.173 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
241.81% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
