BNP Paribas Call 26 CAG 17.01.2025
/ DE000PC39HN5
BNP Paribas Call 26 CAG 17.01.202.../ DE000PC39HN5 /
| 2024-08-01 8:18:47 AM |
Chg.-0.020 |
Bid1:11:52 PM |
Ask1:11:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.440EUR |
-4.35% |
0.450
Bid Size: 33,900 |
0.500
Ask Size: 33,900 |
ConAgra Brands Inc |
26.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
PC39HN |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ConAgra Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
26.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-01-31 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.45 |
| Intrinsic value: |
0.40 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.19 |
| Parity: |
0.40 |
| Time value: |
0.06 |
| Break-even: |
28.62 |
| Moneyness: |
1.17 |
| Premium: |
0.02 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.01 |
| Spread %: |
2.22% |
| Delta: |
0.90 |
| Theta: |
0.00 |
| Omega: |
5.46 |
| Rho: |
0.09 |
Quote data
| Open: |
0.440 |
| High: |
0.440 |
| Low: |
0.440 |
| Previous Close: |
0.460 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.76% |
| 1 Month |
|
|
+33.33% |
| 3 Months |
|
|
-21.43% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.460 |
0.390 |
| 1M High / 1M Low: |
0.460 |
0.290 |
| 6M High / 6M Low: |
0.580 |
0.290 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.428 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.360 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.420 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
151.98% |
| Volatility 6M: |
|
118.49% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
