BNP Paribas Call 120 A 20.09.2024
/ DE000PC39XC5
BNP Paribas Call 120 A 20.09.2024/ DE000PC39XC5 /
| 2024-07-31 8:19:47 AM |
Chg.+0.18 |
Bid6:31:24 PM |
Ask6:31:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.01EUR |
+9.84% |
2.27
Bid Size: 8,000 |
2.29
Ask Size: 8,000 |
Agilent Technologies |
120.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
PC39XC |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Agilent Technologies |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-31 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.88 |
| Intrinsic value: |
1.80 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.25 |
| Parity: |
1.80 |
| Time value: |
0.22 |
| Break-even: |
131.15 |
| Moneyness: |
1.16 |
| Premium: |
0.02 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.02 |
| Spread %: |
1.00% |
| Delta: |
0.86 |
| Theta: |
-0.05 |
| Omega: |
5.46 |
| Rho: |
0.13 |
Quote data
| Open: |
2.01 |
| High: |
2.01 |
| Low: |
2.01 |
| Previous Close: |
1.83 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+57.03% |
| 1 Month |
|
|
+46.72% |
| 3 Months |
|
|
-14.10% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.86 |
1.28 |
| 1M High / 1M Low: |
1.86 |
0.95 |
| 6M High / 6M Low: |
3.48 |
0.95 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.64 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.34 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.21 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
197.01% |
| Volatility 6M: |
|
140.92% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
