BNP Paribas Call 150 ANF 16.01.2026
/ DE000PC5DPY9
BNP Paribas Call 150 ANF 16.01.20.../ DE000PC5DPY9 /
| 30/07/2024 08:33:23 |
Chg.-0.04 |
Bid22:00:43 |
Ask22:00:43 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.36EUR |
-0.91% |
-
Bid Size: - |
-
Ask Size: - |
Abercrombie and Fitc... |
150.00 - |
16/01/2026 |
Call |
Master data
| WKN: |
PC5DPY |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Abercrombie and Fitch Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 - |
| Maturity: |
16/01/2026 |
| Issue date: |
21/02/2024 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.13 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.68 |
| Historic volatility: |
0.49 |
| Parity: |
-1.04 |
| Time value: |
4.39 |
| Break-even: |
193.90 |
| Moneyness: |
0.93 |
| Premium: |
0.39 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.02 |
| Spread %: |
0.46% |
| Delta: |
0.65 |
| Theta: |
-0.04 |
| Omega: |
2.07 |
| Rho: |
0.69 |
Quote data
| Open: |
4.36 |
| High: |
4.36 |
| Low: |
4.36 |
| Previous Close: |
4.40 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.92% |
| 1 Month |
|
|
-26.97% |
| 3 Months |
|
|
+38.85% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.00 |
4.40 |
| 1M High / 1M Low: |
6.84 |
4.40 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.66 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.60 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
85.38% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
