BNP Paribas Call 22.8 DTE 16.08.2024
/ DE000PC9N3D2
BNP Paribas Call 22.8 DTE 16.08.2.../ DE000PC9N3D2 /
| 2024-07-10 10:29:05 AM |
Chg.+0.03 |
Bid11:30:05 AM |
Ask11:30:05 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.23EUR |
+2.50% |
1.24
Bid Size: 15,000 |
1.26
Ask Size: 15,000 |
DT.TELEKOM AG NA |
22.80 EUR |
2024-08-16 |
Call |
Master data
| WKN: |
PC9N3D |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
DT.TELEKOM AG NA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
22.80 EUR |
| Maturity: |
2024-08-16 |
| Issue date: |
2024-05-13 |
| Last trading day: |
2024-08-15 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
21.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.02 |
| Intrinsic value: |
0.84 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.14 |
| Parity: |
0.84 |
| Time value: |
0.28 |
| Break-even: |
23.92 |
| Moneyness: |
1.04 |
| Premium: |
0.01 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.04 |
| Spread %: |
3.70% |
| Delta: |
0.76 |
| Theta: |
-0.01 |
| Omega: |
16.11 |
| Rho: |
0.02 |
Quote data
| Open: |
1.19 |
| High: |
1.23 |
| Low: |
1.19 |
| Previous Close: |
1.20 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.95% |
| 1 Month |
|
|
+119.64% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.36 |
1.07 |
| 1M High / 1M Low: |
1.36 |
0.53 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.23 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.89 |
| Avg. volume 1M: |
|
1,136.36 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
173.67% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
