BNP Paribas Call 120 EA 20.09.2024
/ DE000PC7ZH20
BNP Paribas Call 120 EA 20.09.202.../ DE000PC7ZH20 /
| 2024-07-31 9:50:28 PM |
Chg.+0.210 |
Bid9:59:34 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.000EUR |
+7.53% |
2.950
Bid Size: 7,000 |
-
Ask Size: - |
Electronic Arts Inc |
120.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
PC7ZH2 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Electronic Arts Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-04-09 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.75 |
| Intrinsic value: |
2.69 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.17 |
| Parity: |
2.69 |
| Time value: |
0.10 |
| Break-even: |
138.85 |
| Moneyness: |
1.24 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
-0.01 |
| Spread %: |
-0.36% |
| Delta: |
0.95 |
| Theta: |
-0.03 |
| Omega: |
4.70 |
| Rho: |
0.14 |
Quote data
| Open: |
2.910 |
| High: |
3.150 |
| Low: |
2.650 |
| Previous Close: |
2.790 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+42.18% |
| 1 Month |
|
|
+50.75% |
| 3 Months |
|
|
+140.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.790 |
2.110 |
| 1M High / 1M Low: |
2.790 |
1.830 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.434 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.257 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
120.58% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
