BNP Paribas Call 35 CAG 20.12.2024
/ DE000PC2XXL5
BNP Paribas Call 35 CAG 20.12.202.../ DE000PC2XXL5 /
2024-08-02 8:31:48 AM |
Chg.+0.004 |
Bid9:45:44 PM |
Ask9:45:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.030EUR |
+15.38% |
0.050 Bid Size: 49,600 |
0.091 Ask Size: 49,600 |
ConAgra Brands Inc |
35.00 USD |
2024-12-20 |
Call |
Master data
WKN: |
PC2XXL |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
ConAgra Brands Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
35.00 USD |
Maturity: |
2024-12-20 |
Issue date: |
2024-01-04 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
30.82 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.32 |
Historic volatility: |
0.19 |
Parity: |
-0.44 |
Time value: |
0.09 |
Break-even: |
33.36 |
Moneyness: |
0.86 |
Premium: |
0.19 |
Premium p.a.: |
0.57 |
Spread abs.: |
0.06 |
Spread %: |
175.76% |
Delta: |
0.29 |
Theta: |
-0.01 |
Omega: |
8.86 |
Rho: |
0.03 |
Quote data
Open: |
0.030 |
High: |
0.030 |
Low: |
0.030 |
Previous Close: |
0.026 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+36.36% |
1 Month |
|
|
+76.47% |
3 Months |
|
|
-61.54% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.029 |
0.022 |
1M High / 1M Low: |
0.029 |
0.005 |
6M High / 6M Low: |
0.110 |
0.005 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.026 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.018 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.048 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
908.64% |
Volatility 6M: |
|
428.64% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |