BNP Paribas Call 140 A 20.09.2024
/ DE000PC39XE1
BNP Paribas Call 140 A 20.09.2024/ DE000PC39XE1 /
| 05/08/2024 14:50:36 |
Chg.-0.110 |
Bid15:00:02 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.570EUR |
-16.18% |
0.580
Bid Size: 5,173 |
-
Ask Size: - |
Agilent Technologies |
140.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
PC39XE |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Agilent Technologies |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 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: |
18.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.43 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.25 |
| Parity: |
-0.09 |
| Time value: |
0.69 |
| Break-even: |
135.21 |
| Moneyness: |
0.99 |
| Premium: |
0.06 |
| Premium p.a.: |
0.60 |
| Spread abs.: |
0.02 |
| Spread %: |
2.99% |
| Delta: |
0.52 |
| Theta: |
-0.08 |
| Omega: |
9.62 |
| Rho: |
0.07 |
Quote data
| Open: |
0.570 |
| High: |
0.580 |
| Low: |
0.530 |
| Previous Close: |
0.680 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.00% |
| 1 Month |
|
|
+171.43% |
| 3 Months |
|
|
-44.66% |
| 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: |
|
0.455 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.025 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
335.26% |
| Volatility 6M: |
|
217.99% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
