BNP Paribas Call 1450 MLB1 20.09.2024
/ DE000PC6N2G0
BNP Paribas Call 1450 MLB1 20.09..../ DE000PC6N2G0 /
8/20/2024 9:50:24 PM |
Chg.-0.110 |
Bid9:59:27 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
5.100EUR |
-2.11% |
- Bid Size: - |
- Ask Size: - |
MERCADOLIBRE INC. DL... |
1,450.00 - |
9/20/2024 |
Call |
Master data
WKN: |
PC6N2G |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
MERCADOLIBRE INC. DL-,001 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
1,450.00 - |
Maturity: |
9/20/2024 |
Issue date: |
3/14/2024 |
Last trading day: |
8/21/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.66 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.19 |
Intrinsic value: |
4.16 |
Implied volatility: |
1.61 |
Historic volatility: |
0.29 |
Parity: |
4.16 |
Time value: |
0.94 |
Break-even: |
1,960.00 |
Moneyness: |
1.29 |
Premium: |
0.05 |
Premium p.a.: |
1.45 |
Spread abs.: |
0.02 |
Spread %: |
0.39% |
Delta: |
0.81 |
Theta: |
-4.91 |
Omega: |
2.95 |
Rho: |
0.55 |
Quote data
Open: |
5.280 |
High: |
5.370 |
Low: |
5.060 |
Previous Close: |
5.210 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+165.63% |
3 Months |
|
|
+67.76% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
5.210 |
1.920 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
4.052 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
279.03% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |