BNP Paribas Call 390 HD 20.12.202.../  DE000PC2YFD7  /

EUWAX
12/07/2024  08:34:13 Chg.+0.240 Bid22:00:36 Ask22:00:36 Underlying Strike price Expiration date Option type
0.910EUR +35.82% -
Bid Size: -
-
Ask Size: -
Home Depot Inc 390.00 USD 20/12/2024 Call
 

Master data

WKN: PC2YFD
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Home Depot Inc
Type: Warrant
Option type: Call
Strike price: 390.00 USD
Maturity: 20/12/2024
Issue date: 04/01/2024
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 30.83
Leverage: Yes

Calculated values

Fair value: 0.70
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.17
Parity: -2.77
Time value: 1.07
Break-even: 368.29
Moneyness: 0.92
Premium: 0.12
Premium p.a.: 0.29
Spread abs.: 0.01
Spread %: 0.94%
Delta: 0.36
Theta: -0.07
Omega: 10.95
Rho: 0.47
 

Quote data

Open: 0.910
High: 0.910
Low: 0.910
Previous Close: 0.670
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+102.22%
1 Month  
+33.82%
3 Months
  -27.20%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.910 0.450
1M High / 1M Low: 1.080 0.450
6M High / 6M Low: 3.390 0.340
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.622
Avg. volume 1W:   0.000
Avg. price 1M:   0.718
Avg. volume 1M:   0.000
Avg. price 6M:   1.402
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   274.22%
Volatility 6M:   206.36%
Volatility 1Y:   -
Volatility 3Y:   -