BNP Paribas Call 120 A 20.09.2024
/ DE000PC39XC5
BNP Paribas Call 120 A 20.09.2024/ DE000PC39XC5 /
| 01/08/2024 08:19:05 |
Chg.+0.15 |
Bid19:59:38 |
Ask19:59:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.16EUR |
+7.46% |
2.30
Bid Size: 8,000 |
2.32
Ask Size: 8,000 |
Agilent Technologies |
120.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
PC39XC |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Agilent Technologies |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
31/01/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.05 |
| Intrinsic value: |
1.98 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.25 |
| Parity: |
1.98 |
| Time value: |
0.19 |
| Break-even: |
132.57 |
| Moneyness: |
1.18 |
| Premium: |
0.01 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.02 |
| Spread %: |
0.93% |
| Delta: |
0.87 |
| Theta: |
-0.05 |
| Omega: |
5.26 |
| Rho: |
0.13 |
Quote data
| Open: |
2.16 |
| High: |
2.16 |
| Low: |
2.16 |
| Previous Close: |
2.01 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+36.71% |
| 1 Month |
|
|
+66.15% |
| 3 Months |
|
|
-7.69% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.01 |
1.58 |
| 1M High / 1M Low: |
2.01 |
0.95 |
| 6M High / 6M Low: |
3.48 |
0.95 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.79 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.37 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.21 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
193.92% |
| Volatility 6M: |
|
141.52% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
