BNP Paribas Call 130 FI 20.09.2024
/ DE000PC38UZ4
BNP Paribas Call 130 FI 20.09.202.../ DE000PC38UZ4 /
| 05/08/2024 09:20:47 |
Chg.-0.480 |
Bid09:33:29 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.260EUR |
-17.52% |
-
Bid Size: - |
-
Ask Size: - |
Fiserv |
130.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
PC38UZ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Fiserv |
| 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: |
5.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.70 |
| Intrinsic value: |
2.65 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.15 |
| Parity: |
2.65 |
| Time value: |
0.11 |
| Break-even: |
146.75 |
| Moneyness: |
1.22 |
| Premium: |
0.01 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.94 |
| Theta: |
-0.04 |
| Omega: |
4.96 |
| Rho: |
0.14 |
Quote data
| Open: |
2.210 |
| High: |
2.260 |
| Low: |
2.210 |
| Previous Close: |
2.740 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-29.81% |
| 1 Month |
|
|
+7.62% |
| 3 Months |
|
|
+1.80% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.230 |
2.740 |
| 1M High / 1M Low: |
3.230 |
1.930 |
| 6M High / 6M Low: |
3.230 |
1.840 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.092 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.636 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.418 |
| Avg. volume 6M: |
|
128.976 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
115.17% |
| Volatility 6M: |
|
90.81% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
