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: |
|
- |
