BNP Paribas Call 130 6MK 20.09.2024
/ DE000PC4AJJ2
BNP Paribas Call 130 6MK 20.09.20.../ DE000PC4AJJ2 /
| 7/5/2024 7:20:41 PM |
Chg.0.000 |
Bid7:32:35 PM |
Ask7:32:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.280EUR |
0.00% |
0.280
Bid Size: 50,000 |
0.290
Ask Size: 50,000 |
MERCK CO. D... |
130.00 - |
9/20/2024 |
Call |
Master data
| WKN: |
PC4AJJ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
MERCK CO. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 - |
| Maturity: |
9/20/2024 |
| Issue date: |
1/31/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
37.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.17 |
| Parity: |
-1.36 |
| Time value: |
0.31 |
| Break-even: |
133.10 |
| Moneyness: |
0.90 |
| Premium: |
0.14 |
| Premium p.a.: |
0.89 |
| Spread abs.: |
0.03 |
| Spread %: |
10.71% |
| Delta: |
0.29 |
| Theta: |
-0.04 |
| Omega: |
10.81 |
| Rho: |
0.06 |
Quote data
| Open: |
0.270 |
| High: |
0.320 |
| Low: |
0.270 |
| Previous Close: |
0.280 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.22% |
| 1 Month |
|
|
-47.17% |
| 3 Months |
|
|
-58.82% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.420 |
0.280 |
| 1M High / 1M Low: |
0.710 |
0.280 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.348 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.503 |
| Avg. volume 1M: |
|
1,045.818 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
235.69% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
