BNP Paribas Call 130 A 20.09.2024
/ DE000PC39XD3
BNP Paribas Call 130 A 20.09.2024/ DE000PC39XD3 /
| 16/08/2024 17:50:32 |
Chg.-0.050 |
Bid18:00:09 |
Ask18:00:09 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.120EUR |
-4.27% |
1.110
Bid Size: 10,200 |
1.130
Ask Size: 10,200 |
Agilent Technologies |
130.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
PC39XD |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Agilent Technologies |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 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: |
10.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.02 |
| Intrinsic value: |
0.90 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.25 |
| Parity: |
0.90 |
| Time value: |
0.30 |
| Break-even: |
130.48 |
| Moneyness: |
1.08 |
| Premium: |
0.02 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.02 |
| Spread %: |
1.69% |
| Delta: |
0.75 |
| Theta: |
-0.08 |
| Omega: |
7.96 |
| Rho: |
0.08 |
Quote data
| Open: |
1.190 |
| High: |
1.190 |
| Low: |
1.100 |
| Previous Close: |
1.170 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.75% |
| 1 Month |
|
|
+12.00% |
| 3 Months |
|
|
-58.05% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.170 |
0.950 |
| 1M High / 1M Low: |
1.550 |
0.720 |
| 6M High / 6M Low: |
2.700 |
0.450 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.044 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.045 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.518 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
221.87% |
| Volatility 6M: |
|
181.22% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
