BNP Paribas Call 110 6MK 20.09.2024
/ DE000PC4AJE3
BNP Paribas Call 110 6MK 20.09.20.../ DE000PC4AJE3 /
| 7/9/2024 11:20:58 AM |
Chg.-0.020 |
Bid7/9/2024 |
Ask7/9/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.580EUR |
-1.25% |
1.580
Bid Size: 13,500 |
1.590
Ask Size: 13,500 |
MERCK CO. D... |
110.00 - |
9/20/2024 |
Call |
Master data
| WKN: |
PC4AJE |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
MERCK CO. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 - |
| Maturity: |
9/20/2024 |
| Issue date: |
1/31/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.78 |
| Intrinsic value: |
0.61 |
| Implied volatility: |
0.62 |
| Historic volatility: |
0.16 |
| Parity: |
0.61 |
| Time value: |
1.01 |
| Break-even: |
126.20 |
| Moneyness: |
1.06 |
| Premium: |
0.09 |
| Premium p.a.: |
0.52 |
| Spread abs.: |
0.01 |
| Spread %: |
0.62% |
| Delta: |
0.64 |
| Theta: |
-0.09 |
| Omega: |
4.59 |
| Rho: |
0.12 |
Quote data
| Open: |
1.600 |
| High: |
1.600 |
| Low: |
1.580 |
| Previous Close: |
1.600 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.71% |
| 1 Month |
|
|
-22.17% |
| 3 Months |
|
|
-13.66% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.810 |
1.570 |
| 1M High / 1M Low: |
2.300 |
1.570 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.654 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.918 |
| Avg. volume 1M: |
|
770.095 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
107.96% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
