BNP Paribas Call 310 HD 20.09.2024
/ DE000PC1JEW3
BNP Paribas Call 310 HD 20.09.202.../ DE000PC1JEW3 /
| 30/08/2024 17:35:20 |
Chg.-0.190 |
Bid17:37:21 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.150EUR |
-3.56% |
5.140
Bid Size: 12,000 |
-
Ask Size: - |
Home Depot Inc |
310.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
PC1JEW |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Home Depot Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
310.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
11/12/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.21 |
| Intrinsic value: |
5.15 |
| Implied volatility: |
0.72 |
| Historic volatility: |
0.18 |
| Parity: |
5.15 |
| Time value: |
0.50 |
| Break-even: |
336.28 |
| Moneyness: |
1.18 |
| Premium: |
0.02 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.36 |
| Spread %: |
6.81% |
| Delta: |
0.86 |
| Theta: |
-0.33 |
| Omega: |
5.04 |
| Rho: |
0.13 |
Quote data
| Open: |
5.270 |
| High: |
5.510 |
| Low: |
5.150 |
| Previous Close: |
5.340 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.27% |
| 1 Month |
|
|
-3.01% |
| 3 Months |
|
|
+87.96% |
| YTD |
|
|
+3.62% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.870 |
5.340 |
| 1M High / 1M Low: |
5.870 |
3.530 |
| 6M High / 6M Low: |
8.580 |
2.240 |
| High (YTD): |
21/03/2024 |
8.580 |
| Low (YTD): |
27/05/2024 |
2.240 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.664 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.819 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.616 |
| Avg. volume 6M: |
|
24.609 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
144.95% |
| Volatility 6M: |
|
139.03% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
