BNP Paribas Call 195 WM 20.12.2024
/ DE000PC23CW1
BNP Paribas Call 195 WM 20.12.202.../ DE000PC23CW1 /
| 10/31/2024 8:50:29 PM |
Chg.+0.080 |
Bid8:59:59 PM |
Ask8:59:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.120EUR |
+3.92% |
-
Bid Size: - |
-
Ask Size: - |
Waste Management |
195.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
PC23CW |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Waste Management |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
195.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
1/8/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.92 |
| Intrinsic value: |
1.83 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.16 |
| Parity: |
1.83 |
| Time value: |
0.19 |
| Break-even: |
199.79 |
| Moneyness: |
1.10 |
| Premium: |
0.01 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
0.50% |
| Delta: |
0.87 |
| Theta: |
-0.05 |
| Omega: |
8.57 |
| Rho: |
0.21 |
Quote data
| Open: |
1.910 |
| High: |
2.140 |
| Low: |
1.900 |
| Previous Close: |
2.040 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+24.71% |
| 1 Month |
|
|
+36.77% |
| 3 Months |
|
|
+35.90% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.350 |
1.540 |
| 1M High / 1M Low: |
2.350 |
1.450 |
| 6M High / 6M Low: |
3.190 |
1.210 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.856 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.820 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.960 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
192.80% |
| Volatility 6M: |
|
146.99% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
