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: |
|
- |