BNP Paribas Call 150 ANF 20.12.2024
/ DE000PC39DP9
BNP Paribas Call 150 ANF 20.12.20.../ DE000PC39DP9 /
| 06/09/2024 08:22:46 |
Chg.-0.09 |
Bid11:08:47 |
Ask11:08:47 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.13EUR |
-7.38% |
1.11
Bid Size: 3,000 |
1.23
Ask Size: 3,000 |
Abercrombie and Fitc... |
150.00 - |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
31/01/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.48 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.77 |
| Historic volatility: |
0.47 |
| Parity: |
-2.60 |
| Time value: |
1.20 |
| Break-even: |
162.00 |
| Moneyness: |
0.83 |
| Premium: |
0.31 |
| Premium p.a.: |
1.53 |
| Spread abs.: |
0.02 |
| Spread %: |
1.69% |
| Delta: |
0.41 |
| Theta: |
-0.10 |
| Omega: |
4.22 |
| Rho: |
0.11 |
Quote data
| Open: |
1.13 |
| High: |
1.13 |
| Low: |
1.13 |
| Previous Close: |
1.22 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.29% |
| 1 Month |
|
|
-27.56% |
| 3 Months |
|
|
-71.39% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.61 |
1.22 |
| 1M High / 1M Low: |
3.30 |
1.13 |
| 6M High / 6M Low: |
5.37 |
0.99 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.43 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.21 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.60 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
316.29% |
| Volatility 6M: |
|
240.41% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
