BNP Paribas Call 105 ANF 16.01.2026
/ DE000PC2WQK3
BNP Paribas Call 105 ANF 16.01.20.../ DE000PC2WQK3 /
09/10/2024 16:05:17 |
Chg.-0.090 |
Bid16:14:49 |
Ask16:14:49 |
Underlying |
Strike price |
Expiration date |
Option type |
5.270EUR |
-1.68% |
5.240 Bid Size: 6,000 |
5.270 Ask Size: 6,000 |
Abercrombie and Fitc... |
105.00 - |
16/01/2026 |
Call |
Master data
WKN: |
PC2WQK |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Abercrombie and Fitch Co |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
105.00 - |
Maturity: |
16/01/2026 |
Issue date: |
04/01/2024 |
Last trading day: |
15/01/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
2.42 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.21 |
Intrinsic value: |
2.47 |
Implied volatility: |
0.75 |
Historic volatility: |
0.49 |
Parity: |
2.47 |
Time value: |
2.89 |
Break-even: |
158.60 |
Moneyness: |
1.24 |
Premium: |
0.22 |
Premium p.a.: |
0.17 |
Spread abs.: |
0.03 |
Spread %: |
0.56% |
Delta: |
0.76 |
Theta: |
-0.04 |
Omega: |
1.85 |
Rho: |
0.58 |
Quote data
Open: |
5.300 |
High: |
5.370 |
Low: |
5.170 |
Previous Close: |
5.360 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+14.57% |
1 Month |
|
|
+12.13% |
3 Months |
|
|
-39.77% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.590 |
4.600 |
1M High / 1M Low: |
5.590 |
4.410 |
6M High / 6M Low: |
9.820 |
3.670 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
5.064 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
4.940 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
6.319 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
118.98% |
Volatility 6M: |
|
117.42% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |