BNP Paribas Call 140 A 20.09.2024
/ DE000PC39XE1
BNP Paribas Call 140 A 20.09.2024/ DE000PC39XE1 /
| 2024-08-02 9:50:28 PM |
Chg.-0.220 |
Bid9:57:52 PM |
Ask9:57:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.680EUR |
-24.44% |
0.670
Bid Size: 6,800 |
0.690
Ask Size: 6,800 |
Agilent Technologies |
140.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
PC39XE |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Agilent Technologies |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-31 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
18.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.44 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.24 |
| Parity: |
-0.09 |
| Time value: |
0.69 |
| Break-even: |
135.21 |
| Moneyness: |
0.99 |
| Premium: |
0.06 |
| Premium p.a.: |
0.57 |
| Spread abs.: |
0.02 |
| Spread %: |
2.99% |
| Delta: |
0.52 |
| Theta: |
-0.08 |
| Omega: |
9.63 |
| Rho: |
0.08 |
Quote data
| Open: |
0.820 |
| High: |
0.830 |
| Low: |
0.560 |
| Previous Close: |
0.900 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.33% |
| 1 Month |
|
|
+223.81% |
| 3 Months |
|
|
-33.98% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.900 |
0.600 |
| 1M High / 1M Low: |
0.900 |
0.180 |
| 6M High / 6M Low: |
1.970 |
0.180 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.744 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.434 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.025 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
321.80% |
| Volatility 6M: |
|
217.99% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
