BNP Paribas Call 180 UHR 20.09.2024
/ DE000PC387H6
BNP Paribas Call 180 UHR 20.09.20.../ DE000PC387H6 /
| 7/31/2024 9:58:40 AM |
Chg.+0.070 |
Bid11:40:26 AM |
Ask11:40:26 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.860EUR |
+8.86% |
-
Bid Size: - |
-
Ask Size: - |
SWATCH GROUP I |
180.00 CHF |
9/20/2024 |
Call |
Master data
| WKN: |
PC387H |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SWATCH GROUP I |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
180.00 CHF |
| Maturity: |
9/20/2024 |
| Issue date: |
1/31/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
22.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.78 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.27 |
| Parity: |
-0.04 |
| Time value: |
0.83 |
| Break-even: |
196.85 |
| Moneyness: |
1.00 |
| Premium: |
0.05 |
| Premium p.a.: |
0.38 |
| Spread abs.: |
0.02 |
| Spread %: |
2.47% |
| Delta: |
0.53 |
| Theta: |
-0.09 |
| Omega: |
12.09 |
| Rho: |
0.13 |
Quote data
| Open: |
0.860 |
| High: |
0.860 |
| Low: |
0.860 |
| Previous Close: |
0.790 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+43.33% |
| 1 Month |
|
|
-34.35% |
| 3 Months |
|
|
-60.37% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.790 |
0.490 |
| 1M High / 1M Low: |
1.590 |
0.350 |
| 6M High / 6M Low: |
4.770 |
0.350 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.614 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.925 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.325 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
456.79% |
| Volatility 6M: |
|
229.48% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
