BNP Paribas Call 220 ALGN 20.09.2024
/ DE000PC39WY1
BNP Paribas Call 220 ALGN 20.09.2.../ DE000PC39WY1 /
| 09/07/2024 08:19:26 |
Chg.+0.44 |
Bid11:33:03 |
Ask11:33:03 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.72EUR |
+13.41% |
3.75
Bid Size: 1,000 |
3.79
Ask Size: 1,000 |
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: |
6.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.38 |
| Intrinsic value: |
2.67 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.42 |
| Parity: |
2.67 |
| Time value: |
1.03 |
| Break-even: |
240.13 |
| Moneyness: |
1.13 |
| Premium: |
0.04 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.02 |
| Spread %: |
0.54% |
| Delta: |
0.75 |
| Theta: |
-0.13 |
| Omega: |
4.67 |
| Rho: |
0.27 |
Quote data
| Open: |
3.72 |
| High: |
3.72 |
| Low: |
3.72 |
| Previous Close: |
3.28 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+23.59% |
| 1 Month |
|
|
-18.42% |
| 3 Months |
|
|
-64.44% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.36 |
3.01 |
| 1M High / 1M Low: |
5.72 |
2.96 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.21 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.67 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
179.75% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
