BNP Paribas Call 30 INTC 19.07.2024
/ DE000PC84RD1
BNP Paribas Call 30 INTC 19.07.20.../ DE000PC84RD1 /
| 2024-07-08 10:15:36 AM |
Chg.+1.02 |
Bid7:27:05 PM |
Ask7:27:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.56EUR |
+66.23% |
3.57
Bid Size: 13,000 |
-
Ask Size: - |
Intel Corporation |
30.00 USD |
2024-07-19 |
Call |
Master data
| WKN: |
PC84RD |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Intel Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
30.00 USD |
| Maturity: |
2024-07-19 |
| Issue date: |
2024-04-30 |
| Last trading day: |
2024-07-18 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.00 |
| Intrinsic value: |
1.87 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.34 |
| Parity: |
1.87 |
| Time value: |
0.19 |
| Break-even: |
29.77 |
| Moneyness: |
1.07 |
| Premium: |
0.01 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.02 |
| Spread %: |
0.98% |
| Delta: |
0.85 |
| Theta: |
-0.02 |
| Omega: |
12.15 |
| Rho: |
0.01 |
Quote data
| Open: |
2.28 |
| High: |
2.56 |
| Low: |
2.28 |
| Previous Close: |
1.54 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+70.67% |
| 1 Month |
|
|
+57.06% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.54 |
1.24 |
| 1M High / 1M Low: |
1.83 |
1.18 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.42 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.51 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
179.79% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
