BNP Paribas Call 182 DB1 16.08.2024
/ DE000PC9NZZ6
BNP Paribas Call 182 DB1 16.08.20.../ DE000PC9NZZ6 /
| 2024-07-05 7:20:38 PM |
Chg.-0.290 |
Bid2024-07-05 |
Ask2024-07-05 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.900EUR |
-24.37% |
0.900
Bid Size: 3,800 |
0.930
Ask Size: 3,800 |
DEUTSCHE BOERSE NA O... |
182.00 EUR |
2024-08-16 |
Call |
Master data
| WKN: |
PC9NZZ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
DEUTSCHE BOERSE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
182.00 EUR |
| Maturity: |
2024-08-16 |
| Issue date: |
2024-05-13 |
| Last trading day: |
2024-08-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
15.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.99 |
| Intrinsic value: |
0.82 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.15 |
| Parity: |
0.82 |
| Time value: |
0.41 |
| Break-even: |
194.30 |
| Moneyness: |
1.05 |
| Premium: |
0.02 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.03 |
| Spread %: |
2.50% |
| Delta: |
0.71 |
| Theta: |
-0.08 |
| Omega: |
11.03 |
| Rho: |
0.14 |
Quote data
| Open: |
1.190 |
| High: |
1.190 |
| Low: |
0.850 |
| Previous Close: |
1.190 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.00% |
| 1 Month |
|
|
-11.76% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.220 |
1.170 |
| 1M High / 1M Low: |
1.480 |
0.610 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.198 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.131 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
232.04% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
