BNP Paribas Call 192 DB1 16.08.2024
/ DE000PC9NZU7
BNP Paribas Call 192 DB1 16.08.20.../ DE000PC9NZU7 /
7/26/2024 2:20:42 PM |
Chg.0.000 |
Bid7/26/2024 |
Ask7/26/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.200EUR |
0.00% |
0.200 Bid Size: 17,000 |
0.220 Ask Size: 17,000 |
DEUTSCHE BOERSE NA O... |
192.00 EUR |
8/16/2024 |
Call |
Master data
WKN: |
PC9NZU |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
DEUTSCHE BOERSE NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
192.00 EUR |
Maturity: |
8/16/2024 |
Issue date: |
5/13/2024 |
Last trading day: |
8/15/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
85.52 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.14 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.20 |
Historic volatility: |
0.15 |
Parity: |
-0.39 |
Time value: |
0.22 |
Break-even: |
194.20 |
Moneyness: |
0.98 |
Premium: |
0.03 |
Premium p.a.: |
0.73 |
Spread abs.: |
0.03 |
Spread %: |
15.79% |
Delta: |
0.36 |
Theta: |
-0.09 |
Omega: |
31.03 |
Rho: |
0.04 |
Quote data
Open: |
0.180 |
High: |
0.220 |
Low: |
0.170 |
Previous Close: |
0.200 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-23.08% |
1 Month |
|
|
-69.70% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.450 |
0.200 |
1M High / 1M Low: |
0.750 |
0.200 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.314 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.427 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
415.92% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |