BNP Paribas Call 350 HD 20.09.2024
/ DE000PC1JE03
BNP Paribas Call 350 HD 20.09.202.../ DE000PC1JE03 /
8/28/2024 9:12:54 AM |
Chg.-0.05 |
Bid10:00:26 PM |
Ask10:00:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.19EUR |
-2.23% |
- Bid Size: - |
- Ask Size: - |
Home Depot Inc |
350.00 USD |
9/20/2024 |
Call |
Master data
WKN: |
PC1JE0 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Home Depot Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
350.00 USD |
Maturity: |
9/20/2024 |
Issue date: |
12/11/2023 |
Last trading day: |
9/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
15.39 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.19 |
Intrinsic value: |
2.07 |
Implied volatility: |
0.16 |
Historic volatility: |
0.18 |
Parity: |
2.07 |
Time value: |
0.10 |
Break-even: |
334.84 |
Moneyness: |
1.07 |
Premium: |
0.00 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.01 |
Spread %: |
0.46% |
Delta: |
0.95 |
Theta: |
-0.06 |
Omega: |
14.68 |
Rho: |
0.19 |
Quote data
Open: |
2.19 |
High: |
2.19 |
Low: |
2.19 |
Previous Close: |
2.24 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+20.99% |
1 Month |
|
|
+33.54% |
3 Months |
|
|
+291.07% |
YTD |
|
|
-16.09% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.35 |
1.69 |
1M High / 1M Low: |
2.43 |
0.92 |
6M High / 6M Low: |
5.45 |
0.56 |
High (YTD): |
3/22/2024 |
5.45 |
Low (YTD): |
5/28/2024 |
0.56 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.02 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.67 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.99 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
307.71% |
Volatility 6M: |
|
260.56% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |