BNP Paribas Call 110 ANF 20.12.2024
/ DE000PC25SX0
BNP Paribas Call 110 ANF 20.12.20.../ DE000PC25SX0 /
| 11/12/2024 10:20:58 AM |
Chg.-0.020 |
Bid11/12/2024 |
Ask11/12/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.190EUR |
-0.62% |
3.190
Bid Size: 3,000 |
3.270
Ask Size: 3,000 |
Abercrombie and Fitc... |
110.00 - |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
1/10/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.32 |
| Intrinsic value: |
2.15 |
| Implied volatility: |
1.26 |
| Historic volatility: |
0.51 |
| Parity: |
2.15 |
| Time value: |
1.08 |
| Break-even: |
142.30 |
| Moneyness: |
1.20 |
| Premium: |
0.08 |
| Premium p.a.: |
1.13 |
| Spread abs.: |
0.02 |
| Spread %: |
0.62% |
| Delta: |
0.74 |
| Theta: |
-0.23 |
| Omega: |
3.02 |
| Rho: |
0.07 |
Quote data
| Open: |
3.170 |
| High: |
3.190 |
| Low: |
3.170 |
| Previous Close: |
3.210 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.50% |
| 1 Month |
|
|
-19.85% |
| 3 Months |
|
|
-33.68% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.430 |
2.800 |
| 1M High / 1M Low: |
5.180 |
2.520 |
| 6M High / 6M Low: |
8.190 |
2.520 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.128 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.667 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.745 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
145.61% |
| Volatility 6M: |
|
172.84% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
