BNP Paribas Call 130 FI 20.09.2024
/ DE000PC38UZ4
BNP Paribas Call 130 FI 20.09.202.../ DE000PC38UZ4 /
| 7/10/2024 9:50:29 PM |
Chg.-0.230 |
Bid9:59:52 PM |
Ask9:59:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.930EUR |
-10.65% |
1.960
Bid Size: 9,500 |
1.970
Ask Size: 9,500 |
Fiserv |
130.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
PC38UZ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Fiserv |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
1/31/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.04 |
| Intrinsic value: |
1.95 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.15 |
| Parity: |
1.95 |
| Time value: |
0.21 |
| Break-even: |
141.81 |
| Moneyness: |
1.16 |
| Premium: |
0.02 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
0.47% |
| Delta: |
0.88 |
| Theta: |
-0.04 |
| Omega: |
5.70 |
| Rho: |
0.20 |
Quote data
| Open: |
2.160 |
| High: |
2.210 |
| Low: |
1.790 |
| Previous Close: |
2.160 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.52% |
| 1 Month |
|
|
-8.96% |
| 3 Months |
|
|
-29.30% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.160 |
1.930 |
| 1M High / 1M Low: |
2.190 |
1.860 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.058 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.052 |
| Avg. volume 1M: |
|
90 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
75.96% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
