BNP Paribas Call 150 ANF 20.12.2024
/ DE000PC39DP9
BNP Paribas Call 150 ANF 20.12.20.../ DE000PC39DP9 /
| 11/12/2024 8:21:47 AM |
Chg.-0.28 |
Bid10:05:25 AM |
Ask10:05:25 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.96EUR |
-22.58% |
0.97
Bid Size: 3,093 |
1.05
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: |
13.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.29 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.98 |
| Historic volatility: |
0.51 |
| Parity: |
-1.85 |
| Time value: |
1.01 |
| Break-even: |
160.10 |
| Moneyness: |
0.88 |
| Premium: |
0.22 |
| Premium p.a.: |
5.61 |
| Spread abs.: |
0.02 |
| Spread %: |
2.02% |
| Delta: |
0.40 |
| Theta: |
-0.22 |
| Omega: |
5.24 |
| Rho: |
0.04 |
Quote data
| Open: |
0.96 |
| High: |
0.96 |
| Low: |
0.96 |
| Previous Close: |
1.24 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-20.66% |
| 3 Months |
|
|
-53.40% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.24 |
0.79 |
| 1M High / 1M Low: |
2.36 |
0.71 |
| 6M High / 6M Low: |
5.37 |
0.71 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.01 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.37 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.43 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
266.67% |
| Volatility 6M: |
|
263.41% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
