BNP Paribas Call 34 AXA 20.12.2024
/ DE000PC38UF6
BNP Paribas Call 34 AXA 20.12.202.../ DE000PC38UF6 /
7/17/2024 4:21:16 PM |
Chg.0.000 |
Bid7/17/2024 |
Ask7/17/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.110EUR |
0.00% |
0.110 Bid Size: 100,000 |
0.120 Ask Size: 100,000 |
AXA S.A. INH. EO... |
34.00 EUR |
12/20/2024 |
Call |
Master data
WKN: |
PC38UF |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
AXA S.A. INH. EO 2,29 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
34.00 EUR |
Maturity: |
12/20/2024 |
Issue date: |
1/31/2024 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
22.86 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.08 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.24 |
Historic volatility: |
0.17 |
Parity: |
-0.20 |
Time value: |
0.14 |
Break-even: |
35.40 |
Moneyness: |
0.94 |
Premium: |
0.11 |
Premium p.a.: |
0.27 |
Spread abs.: |
0.03 |
Spread %: |
27.27% |
Delta: |
0.42 |
Theta: |
-0.01 |
Omega: |
9.54 |
Rho: |
0.05 |
Quote data
Open: |
0.100 |
High: |
0.110 |
Low: |
0.090 |
Previous Close: |
0.110 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+41.03% |
3 Months |
|
|
-31.25% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.120 |
0.110 |
1M High / 1M Low: |
0.130 |
0.076 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.114 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.097 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
182.51% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |