BNP Paribas Call 900 BLK 20.09.2024
/ DE000PC4AEW6
BNP Paribas Call 900 BLK 20.09.20.../ DE000PC4AEW6 /
| 2024-05-31 12:50:31 PM |
Chg.+0.006 |
Bid3:37:23 PM |
Ask3:37:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.033EUR |
+22.22% |
0.036
Bid Size: 10,000 |
0.091
Ask Size: 10,000 |
BlackRock Inc |
900.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
PC4AEW |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
BlackRock Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
900.00 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: |
77.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.18 |
| Parity: |
-1.28 |
| Time value: |
0.09 |
| Break-even: |
840.01 |
| Moneyness: |
0.85 |
| Premium: |
0.19 |
| Premium p.a.: |
0.78 |
| Spread abs.: |
0.06 |
| Spread %: |
167.65% |
| Delta: |
0.17 |
| Theta: |
-0.13 |
| Omega: |
13.22 |
| Rho: |
0.34 |
Quote data
| Open: |
0.033 |
| High: |
0.033 |
| Low: |
0.033 |
| Previous Close: |
0.027 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-45.00% |
| 1 Month |
|
|
-48.44% |
| 3 Months |
|
|
-86.80% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.060 |
0.027 |
| 1M High / 1M Low: |
0.130 |
0.027 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.043 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.075 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
312.78% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
