BNP Paribas Call 1100 ORLY 20.12.2024
/ DE000PC39RV7
BNP Paribas Call 1100 ORLY 20.12..../ DE000PC39RV7 /
| 12/11/2024 21:50:32 |
Chg.+0.100 |
Bid21:58:01 |
Ask21:58:01 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.390EUR |
+7.75% |
1.380
Bid Size: 10,900 |
1.390
Ask Size: 10,900 |
O Reilly Automotive ... |
1,100.00 - |
20/12/2024 |
Call |
Master data
| WKN: |
PC39RV |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
O Reilly Automotive Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
1,100.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
31/01/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.63 |
| Intrinsic value: |
0.52 |
| Implied volatility: |
0.70 |
| Historic volatility: |
0.18 |
| Parity: |
0.52 |
| Time value: |
0.80 |
| Break-even: |
1,232.00 |
| Moneyness: |
1.05 |
| Premium: |
0.07 |
| Premium p.a.: |
0.90 |
| Spread abs.: |
0.01 |
| Spread %: |
0.76% |
| Delta: |
0.63 |
| Theta: |
-1.35 |
| Omega: |
5.50 |
| Rho: |
0.62 |
Quote data
| Open: |
1.290 |
| High: |
1.440 |
| Low: |
1.280 |
| Previous Close: |
1.290 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+75.95% |
| 1 Month |
|
|
+27.52% |
| 3 Months |
|
|
+59.77% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.360 |
0.790 |
| 1M High / 1M Low: |
1.360 |
0.700 |
| 6M High / 6M Low: |
1.360 |
0.270 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.170 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.086 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.742 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
286.95% |
| Volatility 6M: |
|
179.74% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
