BNP Paribas Call 150 ANF 20.12.2024
/ DE000PC39DP9
BNP Paribas Call 150 ANF 20.12.20.../ DE000PC39DP9 /
| 10/9/2024 8:22:45 AM |
Chg.+0.10 |
Bid11:25:32 AM |
Ask11:25:32 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.21EUR |
+9.01% |
1.22
Bid Size: 3,000 |
1.30
Ask Size: 3,000 |
Abercrombie and Fitc... |
150.00 - |
12/20/2024 |
Call |
Master data
| WKN: |
PC39DP |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Abercrombie and Fitch Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 - |
| Maturity: |
12/20/2024 |
| Issue date: |
1/31/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.48 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.85 |
| Historic volatility: |
0.49 |
| Parity: |
-2.03 |
| Time value: |
1.25 |
| Break-even: |
162.50 |
| Moneyness: |
0.86 |
| Premium: |
0.25 |
| Premium p.a.: |
2.13 |
| Spread abs.: |
0.02 |
| Spread %: |
1.63% |
| Delta: |
0.43 |
| Theta: |
-0.14 |
| Omega: |
4.44 |
| Rho: |
0.08 |
Quote data
| Open: |
1.21 |
| High: |
1.21 |
| Low: |
1.21 |
| Previous Close: |
1.11 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+39.08% |
| 1 Month |
|
|
+35.96% |
| 3 Months |
|
|
-71.66% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.38 |
0.85 |
| 1M High / 1M Low: |
1.38 |
0.78 |
| 6M High / 6M Low: |
5.37 |
0.78 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.04 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.04 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.45 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
268.00% |
| Volatility 6M: |
|
249.58% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
