BNP Paribas Call 26 CAG 17.01.2025
/ DE000PC39HN5
BNP Paribas Call 26 CAG 17.01.202.../ DE000PC39HN5 /
06/09/2024 08:22:49 |
Chg.+0.010 |
Bid22:00:26 |
Ask22:00:26 |
Underlying |
Strike price |
Expiration date |
Option type |
0.620EUR |
+1.64% |
- Bid Size: - |
- Ask Size: - |
ConAgra Brands Inc |
26.00 USD |
17/01/2025 |
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: |
17/01/2025 |
Issue date: |
31/01/2024 |
Last trading day: |
16/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.47 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.64 |
Intrinsic value: |
0.61 |
Implied volatility: |
0.31 |
Historic volatility: |
0.19 |
Parity: |
0.61 |
Time value: |
0.05 |
Break-even: |
30.05 |
Moneyness: |
1.26 |
Premium: |
0.02 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.01 |
Spread %: |
1.54% |
Delta: |
0.92 |
Theta: |
-0.01 |
Omega: |
4.11 |
Rho: |
0.07 |
Quote data
Open: |
0.620 |
High: |
0.620 |
Low: |
0.620 |
Previous Close: |
0.610 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+19.23% |
1 Month |
|
|
+34.78% |
3 Months |
|
|
+47.62% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.620 |
0.520 |
1M High / 1M Low: |
0.620 |
0.430 |
6M High / 6M Low: |
0.620 |
0.290 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.568 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.503 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.446 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
99.60% |
Volatility 6M: |
|
108.68% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |