BNP Paribas Call 850 BLK 20.09.2024
/ DE000PC4AEV8
BNP Paribas Call 850 BLK 20.09.20.../ DE000PC4AEV8 /
| 2024-06-12 9:50:42 PM |
Chg.+0.022 |
Bid2024-06-12 |
Ask2024-06-12 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.090EUR |
+32.35% |
0.090
Bid Size: 23,000 |
0.110
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: |
77.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.18 |
| Parity: |
-0.86 |
| Time value: |
0.09 |
| Break-even: |
800.54 |
| Moneyness: |
0.89 |
| Premium: |
0.13 |
| Premium p.a.: |
0.59 |
| Spread abs.: |
0.02 |
| Spread %: |
31.88% |
| Delta: |
0.20 |
| Theta: |
-0.13 |
| Omega: |
15.85 |
| Rho: |
0.37 |
Quote data
| Open: |
0.068 |
| High: |
0.120 |
| Low: |
0.066 |
| Previous Close: |
0.068 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.18% |
| 1 Month |
|
|
-52.63% |
| 3 Months |
|
|
-80.85% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.110 |
0.068 |
| 1M High / 1M Low: |
0.270 |
0.068 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.090 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.150 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
254.53% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
