BNP Paribas Call 130 A 20.09.2024
/ DE000PC39XD3
BNP Paribas Call 130 A 20.09.2024/ DE000PC39XD3 /
| 02/08/2024 08:19:01 |
Chg.+0.06 |
Bid22:00:40 |
Ask22:00:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.44EUR |
+4.35% |
-
Bid Size: - |
-
Ask Size: - |
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: |
10.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.01 |
| Intrinsic value: |
0.83 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.24 |
| Parity: |
0.83 |
| Time value: |
0.42 |
| Break-even: |
131.65 |
| Moneyness: |
1.07 |
| Premium: |
0.03 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.02 |
| Spread %: |
1.63% |
| Delta: |
0.71 |
| Theta: |
-0.07 |
| Omega: |
7.27 |
| Rho: |
0.10 |
Quote data
| Open: |
1.44 |
| High: |
1.44 |
| Low: |
1.44 |
| Previous Close: |
1.38 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+45.45% |
| 1 Month |
|
|
+188.00% |
| 3 Months |
|
|
-7.69% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.44 |
1.11 |
| 1M High / 1M Low: |
1.44 |
0.46 |
| 6M High / 6M Low: |
2.67 |
0.46 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.27 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.83 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.55 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
248.23% |
| Volatility 6M: |
|
180.64% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
