BNP Paribas Call 182 DB1 16.08.2024
/ DE000PC9NZZ6
BNP Paribas Call 182 DB1 16.08.20.../ DE000PC9NZZ6 /
7/26/2024 9:50:16 PM |
Chg.-0.020 |
Bid7/26/2024 |
Ask7/26/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.780EUR |
-2.50% |
0.780 Bid Size: 3,847 |
0.840 Ask Size: 3,572 |
DEUTSCHE BOERSE NA O... |
182.00 EUR |
8/16/2024 |
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: |
8/16/2024 |
Issue date: |
5/13/2024 |
Last trading day: |
8/15/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
22.49 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.77 |
Intrinsic value: |
0.70 |
Implied volatility: |
0.21 |
Historic volatility: |
0.15 |
Parity: |
0.70 |
Time value: |
0.15 |
Break-even: |
190.40 |
Moneyness: |
1.04 |
Premium: |
0.01 |
Premium p.a.: |
0.15 |
Spread abs.: |
0.06 |
Spread %: |
7.69% |
Delta: |
0.80 |
Theta: |
-0.08 |
Omega: |
17.90 |
Rho: |
0.08 |
Quote data
Open: |
0.770 |
High: |
0.880 |
Low: |
0.720 |
Previous Close: |
0.800 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-1.27% |
1 Month |
|
|
-47.30% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.150 |
0.780 |
1M High / 1M Low: |
1.480 |
0.780 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.920 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.029 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
259.85% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |