BNP Paribas Call 362 MSF 16.08.2024
/ DE000PC33MW9
BNP Paribas Call 362 MSF 16.08.20.../ DE000PC33MW9 /
| 23/07/2024 09:27:34 |
Chg.- |
Bid22:00:36 |
Ask22:00:36 |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.50EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
MICROSOFT DL-,000... |
362.00 - |
16/08/2024 |
Call |
Master data
| WKN: |
PC33MW |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
MICROSOFT DL-,00000625 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
362.00 - |
| Maturity: |
16/08/2024 |
| Issue date: |
29/01/2024 |
| Last trading day: |
24/07/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.38 |
| Intrinsic value: |
1.24 |
| Implied volatility: |
2.60 |
| Historic volatility: |
0.18 |
| Parity: |
1.24 |
| Time value: |
6.54 |
| Break-even: |
439.80 |
| Moneyness: |
1.03 |
| Premium: |
0.17 |
| Premium p.a.: |
90.97 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.62 |
| Theta: |
-2.69 |
| Omega: |
3.00 |
| Rho: |
0.06 |
Quote data
| Open: |
7.50 |
| High: |
7.50 |
| Low: |
7.50 |
| Previous Close: |
7.29 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-20.21% |
| 3 Months |
|
|
+67.04% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
10.10 |
6.81 |
| 6M High / 6M Low: |
10.10 |
4.48 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
8.67 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
6.72 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
102.10% |
| Volatility 6M: |
|
101.43% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
