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: |
|
- |