BNP Paribas Call 280 AP3 20.09.2024
/ DE000PC38613
BNP Paribas Call 280 AP3 20.09.20.../ DE000PC38613 /
09/08/2024 08:18:51 |
Chg.+0.060 |
Bid20:08:37 |
Ask20:08:37 |
Underlying |
Strike price |
Expiration date |
Option type |
0.830EUR |
+7.79% |
0.780 Bid Size: 3,847 |
0.810 Ask Size: 3,800 |
AIR PROD. CHEM. ... |
280.00 - |
20/09/2024 |
Call |
Master data
WKN: |
PC3861 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
AIR PROD. CHEM. DL 1 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
280.00 - |
Maturity: |
20/09/2024 |
Issue date: |
31/01/2024 |
Last trading day: |
19/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
29.07 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.22 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.50 |
Historic volatility: |
0.27 |
Parity: |
-2.42 |
Time value: |
0.88 |
Break-even: |
288.80 |
Moneyness: |
0.91 |
Premium: |
0.13 |
Premium p.a.: |
1.87 |
Spread abs.: |
0.03 |
Spread %: |
3.53% |
Delta: |
0.34 |
Theta: |
-0.20 |
Omega: |
9.75 |
Rho: |
0.09 |
Quote data
Open: |
0.830 |
High: |
0.830 |
Low: |
0.830 |
Previous Close: |
0.770 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-35.16% |
1 Month |
|
|
+112.82% |
3 Months |
|
|
+107.50% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.280 |
0.770 |
1M High / 1M Low: |
1.280 |
0.260 |
6M High / 6M Low: |
1.740 |
0.260 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.992 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.610 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.626 |
Avg. volume 6M: |
|
11.654 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
770.45% |
Volatility 6M: |
|
377.96% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |