BNP Paribas Call 105 ANF 20.12.2024
/ DE000PC2WP77
BNP Paribas Call 105 ANF 20.12.20.../ DE000PC2WP77 /
| 7/30/2024 8:21:04 PM |
Chg.-0.410 |
Bid8:32:56 PM |
Ask8:32:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.600EUR |
-8.18% |
4.590
Bid Size: 6,000 |
4.610
Ask Size: 6,000 |
Abercrombie and Fitc... |
105.00 - |
12/20/2024 |
Call |
Master data
| WKN: |
PC2WP7 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Abercrombie and Fitch Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
105.00 - |
| Maturity: |
12/20/2024 |
| Issue date: |
1/4/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.92 |
| Intrinsic value: |
3.46 |
| Implied volatility: |
0.94 |
| Historic volatility: |
0.49 |
| Parity: |
3.46 |
| Time value: |
1.50 |
| Break-even: |
154.60 |
| Moneyness: |
1.33 |
| Premium: |
0.11 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.02 |
| Spread %: |
0.40% |
| Delta: |
0.79 |
| Theta: |
-0.09 |
| Omega: |
2.22 |
| Rho: |
0.24 |
Quote data
| Open: |
4.920 |
| High: |
5.020 |
| Low: |
4.600 |
| Previous Close: |
5.010 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.55% |
| 1 Month |
|
|
-37.24% |
| 3 Months |
|
|
+43.30% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.790 |
4.950 |
| 1M High / 1M Low: |
7.910 |
4.950 |
| 6M High / 6M Low: |
8.590 |
2.070 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.208 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
6.361 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.666 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
95.32% |
| Volatility 6M: |
|
137.10% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
