BNP Paribas Call 150 FI 20.09.2024
/ DE000PC38U19
BNP Paribas Call 150 FI 20.09.202.../ DE000PC38U19 /
| 9/11/2024 9:50:41 AM |
Chg.-0.050 |
Bid9:56:44 AM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.010EUR |
-2.43% |
2.030
Bid Size: 1,875 |
-
Ask Size: - |
Fiserv |
150.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
PC38U1 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Fiserv |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
1/31/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.05 |
| Intrinsic value: |
2.03 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.15 |
| Parity: |
2.03 |
| Time value: |
0.05 |
| Break-even: |
156.73 |
| Moneyness: |
1.15 |
| Premium: |
0.00 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.02 |
| Spread %: |
0.97% |
| Delta: |
0.95 |
| Theta: |
-0.09 |
| Omega: |
7.10 |
| Rho: |
0.03 |
Quote data
| Open: |
2.000 |
| High: |
2.030 |
| Low: |
2.000 |
| Previous Close: |
2.060 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.51% |
| 1 Month |
|
|
+60.80% |
| 3 Months |
|
|
+214.06% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.150 |
1.840 |
| 1M High / 1M Low: |
2.290 |
1.170 |
| 6M High / 6M Low: |
2.290 |
0.530 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.034 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.836 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.143 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
88.72% |
| Volatility 6M: |
|
180.37% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
