BNP Paribas Call 220 ALGN 20.09.2024
/ DE000PC39WY1
BNP Paribas Call 220 ALGN 20.09.2.../ DE000PC39WY1 /
| 06/09/2024 21:50:29 |
Chg.-0.310 |
Bid21:59:08 |
Ask21:59:08 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.790EUR |
-28.18% |
0.790
Bid Size: 3,798 |
0.810
Ask Size: 3,704 |
Align Technology Inc |
220.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
PC39WY |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Align Technology Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
31/01/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
24.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.67 |
| Intrinsic value: |
0.10 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.40 |
| Parity: |
0.10 |
| Time value: |
0.71 |
| Break-even: |
206.56 |
| Moneyness: |
1.01 |
| Premium: |
0.04 |
| Premium p.a.: |
1.66 |
| Spread abs.: |
0.02 |
| Spread %: |
2.53% |
| Delta: |
0.55 |
| Theta: |
-0.29 |
| Omega: |
13.45 |
| Rho: |
0.04 |
Quote data
| Open: |
0.970 |
| High: |
1.210 |
| Low: |
0.680 |
| Previous Close: |
1.100 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-57.53% |
| 1 Month |
|
|
-14.13% |
| 3 Months |
|
|
-82.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.870 |
0.790 |
| 1M High / 1M Low: |
2.360 |
0.790 |
| 6M High / 6M Low: |
11.270 |
0.670 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.170 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.488 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
5.246 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
433.01% |
| Volatility 6M: |
|
233.27% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
