BNP Paribas Call 35 CMCSA 20.09.2024
/ DE000PC83783
BNP Paribas Call 35 CMCSA 20.09.2.../ DE000PC83783 /
| 2024-07-31 9:50:32 PM |
Chg.+0.030 |
Bid9:59:15 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.620EUR |
+5.08% |
0.620
Bid Size: 8,100 |
-
Ask Size: - |
Comcast Corporation |
35.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
PC8378 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Comcast Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
35.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-04-30 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.56 |
| Intrinsic value: |
0.54 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.20 |
| Parity: |
0.54 |
| Time value: |
0.05 |
| Break-even: |
38.26 |
| Moneyness: |
1.17 |
| Premium: |
0.01 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
1.72% |
| Delta: |
0.88 |
| Theta: |
-0.01 |
| Omega: |
5.60 |
| Rho: |
0.04 |
Quote data
| Open: |
0.600 |
| High: |
0.640 |
| Low: |
0.550 |
| Previous Close: |
0.590 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+77.14% |
| 1 Month |
|
|
+40.91% |
| 3 Months |
|
|
+40.91% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.590 |
0.350 |
| 1M High / 1M Low: |
0.590 |
0.320 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.472 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.427 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
177.38% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
