BNP Paribas Call 105 ANF 16.01.2026
/ DE000PC2WQK3
BNP Paribas Call 105 ANF 16.01.20.../ DE000PC2WQK3 /
| 30/07/2024 21:50:31 |
Chg.-0.480 |
Bid21:59:31 |
Ask21:59:31 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.960EUR |
-7.45% |
5.950
Bid Size: 3,000 |
5.980
Ask Size: 3,000 |
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: |
2.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.20 |
| Intrinsic value: |
3.46 |
| Implied volatility: |
0.74 |
| Historic volatility: |
0.49 |
| Parity: |
3.46 |
| Time value: |
2.93 |
| Break-even: |
168.90 |
| Moneyness: |
1.33 |
| Premium: |
0.21 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.03 |
| Spread %: |
0.47% |
| Delta: |
0.80 |
| Theta: |
-0.04 |
| Omega: |
1.74 |
| Rho: |
0.69 |
Quote data
| Open: |
6.360 |
| High: |
6.450 |
| Low: |
5.960 |
| Previous Close: |
6.440 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.99% |
| 1 Month |
|
|
-31.02% |
| 3 Months |
|
|
+30.42% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.180 |
6.380 |
| 1M High / 1M Low: |
9.190 |
6.380 |
| 6M High / 6M Low: |
9.820 |
3.050 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.626 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
7.712 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
5.921 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
76.39% |
| Volatility 6M: |
|
106.11% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
