BNP Paribas Call 110 ANF 20.12.2024
/ DE000PC25SX0
BNP Paribas Call 110 ANF 20.12.20.../ DE000PC25SX0 /
| 09/10/2024 13:50:39 |
Chg.-0.020 |
Bid09/10/2024 |
Ask09/10/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.440EUR |
-0.58% |
3.440
Bid Size: 3,000 |
3.520
Ask Size: 3,000 |
Abercrombie and Fitc... |
110.00 - |
20/12/2024 |
Call |
Master data
| WKN: |
PC25SX |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Abercrombie and Fitch Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
10/01/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.36 |
| Intrinsic value: |
1.97 |
| Implied volatility: |
1.09 |
| Historic volatility: |
0.49 |
| Parity: |
1.97 |
| Time value: |
1.47 |
| Break-even: |
144.40 |
| Moneyness: |
1.18 |
| Premium: |
0.11 |
| Premium p.a.: |
0.72 |
| Spread abs.: |
0.02 |
| Spread %: |
0.58% |
| Delta: |
0.72 |
| Theta: |
-0.15 |
| Omega: |
2.73 |
| Rho: |
0.12 |
Quote data
| Open: |
3.390 |
| High: |
3.440 |
| Low: |
3.390 |
| Previous Close: |
3.460 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+26.47% |
| 1 Month |
|
|
+21.13% |
| 3 Months |
|
|
-51.14% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.720 |
2.720 |
| 1M High / 1M Low: |
3.720 |
2.550 |
| 6M High / 6M Low: |
8.190 |
2.180 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.176 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.085 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.603 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
200.97% |
| Volatility 6M: |
|
168.61% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
