BNP Paribas Call 38 EBA 20.09.2024
/ DE000PC399Q2
BNP Paribas Call 38 EBA 20.09.202.../ DE000PC399Q2 /
| 2024-07-23 9:50:23 PM |
Chg.-0.070 |
Bid9:57:49 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.440EUR |
-4.64% |
-
Bid Size: - |
-
Ask Size: - |
EBAY INC. DL... |
38.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
PC399Q |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
EBAY INC. DL-,001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
38.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-31 |
| Last trading day: |
2024-07-24 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.34 |
| Intrinsic value: |
1.32 |
| Implied volatility: |
0.90 |
| Historic volatility: |
0.22 |
| Parity: |
1.32 |
| Time value: |
0.17 |
| Break-even: |
52.90 |
| Moneyness: |
1.35 |
| Premium: |
0.03 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.06 |
| Spread %: |
4.20% |
| Delta: |
0.86 |
| Theta: |
-0.04 |
| Omega: |
2.95 |
| Rho: |
0.04 |
Quote data
| Open: |
1.480 |
| High: |
1.510 |
| Low: |
1.430 |
| Previous Close: |
1.510 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-5.26% |
| 3 Months |
|
|
+4.35% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.630 |
1.380 |
| 6M High / 6M Low: |
1.670 |
0.560 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.465 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.263 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
68.95% |
| Volatility 6M: |
|
99.93% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
