BNP Paribas Call 105 ANF 20.12.2024
/ DE000PC2WP77
BNP Paribas Call 105 ANF 20.12.20.../ DE000PC2WP77 /
| 05/09/2024 21:50:39 |
Chg.-0.160 |
Bid21:57:48 |
Ask21:57:48 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.520EUR |
-4.35% |
-
Bid Size: - |
-
Ask Size: - |
Abercrombie and Fitc... |
105.00 - |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
04/01/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.59 |
| Intrinsic value: |
2.10 |
| Implied volatility: |
0.99 |
| Historic volatility: |
0.47 |
| Parity: |
2.10 |
| Time value: |
1.58 |
| Break-even: |
141.80 |
| Moneyness: |
1.20 |
| Premium: |
0.12 |
| Premium p.a.: |
0.50 |
| Spread abs.: |
0.02 |
| Spread %: |
0.55% |
| Delta: |
0.74 |
| Theta: |
-0.11 |
| Omega: |
2.52 |
| Rho: |
0.16 |
Quote data
| Open: |
3.630 |
| High: |
3.760 |
| Low: |
3.390 |
| Previous Close: |
3.680 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.76% |
| 1 Month |
|
|
-10.20% |
| 3 Months |
|
|
-50.84% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.280 |
3.520 |
| 1M High / 1M Low: |
6.310 |
3.430 |
| 6M High / 6M Low: |
8.590 |
2.390 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.938 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.879 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.980 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
196.45% |
| Volatility 6M: |
|
153.26% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
