BNP Paribas Call 110 ANF 20.12.2024
/ DE000PC25SX0
BNP Paribas Call 110 ANF 20.12.20.../ DE000PC25SX0 /
05/09/2024 21:50:28 |
Chg.-0.150 |
Bid21:57:48 |
Ask21:57:48 |
Underlying |
Strike price |
Expiration date |
Option type |
3.180EUR |
-4.50% |
- Bid Size: - |
- Ask Size: - |
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: |
3.79 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.24 |
Intrinsic value: |
1.60 |
Implied volatility: |
0.95 |
Historic volatility: |
0.47 |
Parity: |
1.60 |
Time value: |
1.73 |
Break-even: |
143.30 |
Moneyness: |
1.15 |
Premium: |
0.14 |
Premium p.a.: |
0.56 |
Spread abs.: |
0.02 |
Spread %: |
0.60% |
Delta: |
0.71 |
Theta: |
-0.11 |
Omega: |
2.67 |
Rho: |
0.16 |
Quote data
Open: |
3.290 |
High: |
3.410 |
Low: |
3.050 |
Previous Close: |
3.330 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-18.67% |
1 Month |
|
|
-11.67% |
3 Months |
|
|
-53.17% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.910 |
3.180 |
1M High / 1M Low: |
5.950 |
3.130 |
6M High / 6M Low: |
8.190 |
2.180 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.580 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
4.519 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
4.658 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
206.72% |
Volatility 6M: |
|
160.11% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |