BNP Paribas Call 220 ADP 20.09.2024
/ DE000PC391S5
BNP Paribas Call 220 ADP 20.09.20.../ DE000PC391S5 /
| 8/2/2024 9:50:27 PM |
Chg.+0.110 |
Bid9:59:31 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.120EUR |
+2.74% |
-
Bid Size: - |
-
Ask Size: - |
AUTOM. DATA PROC. DL... |
220.00 - |
9/20/2024 |
Call |
Master data
| WKN: |
PC391S |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
AUTOM. DATA PROC. DL -,10 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 - |
| Maturity: |
9/20/2024 |
| Issue date: |
1/31/2024 |
| Last trading day: |
8/5/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.13 |
| Intrinsic value: |
2.02 |
| Implied volatility: |
0.97 |
| Historic volatility: |
0.16 |
| Parity: |
2.02 |
| Time value: |
2.12 |
| Break-even: |
261.40 |
| Moneyness: |
1.09 |
| Premium: |
0.09 |
| Premium p.a.: |
1.12 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.67 |
| Theta: |
-0.36 |
| Omega: |
3.90 |
| Rho: |
0.13 |
Quote data
| Open: |
3.770 |
| High: |
4.120 |
| Low: |
3.700 |
| Previous Close: |
4.010 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+131.46% |
| 3 Months |
|
|
+37.79% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
4.120 |
1.780 |
| 6M High / 6M Low: |
4.120 |
1.770 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
2.988 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.026 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
92.31% |
| Volatility 6M: |
|
96.45% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
