BNP Paribas Call 170 GE 20.09.2024
/ DE000PC8HH62
BNP Paribas Call 170 GE 20.09.202.../ DE000PC8HH62 /
| 05/07/2024 21:50:26 |
Chg.-0.090 |
Bid21:57:31 |
Ask21:57:31 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.560EUR |
-13.85% |
0.550
Bid Size: 13,500 |
0.560
Ask Size: 13,500 |
GE Aerospace |
170.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
PC8HH6 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
GE Aerospace |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
170.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
17/04/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
22.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.43 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.24 |
| Parity: |
-0.65 |
| Time value: |
0.68 |
| Break-even: |
164.06 |
| Moneyness: |
0.96 |
| Premium: |
0.09 |
| Premium p.a.: |
0.49 |
| Spread abs.: |
0.03 |
| Spread %: |
4.62% |
| Delta: |
0.44 |
| Theta: |
-0.06 |
| Omega: |
9.74 |
| Rho: |
0.13 |
Quote data
| Open: |
0.640 |
| High: |
0.680 |
| Low: |
0.530 |
| Previous Close: |
0.650 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.70% |
| 1 Month |
|
|
-29.11% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.680 |
0.530 |
| 1M High / 1M Low: |
0.860 |
0.470 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.594 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.677 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
304.33% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
