BNP Paribas Call 390 HD 20.12.2024
/ DE000PC2YFD7
BNP Paribas Call 390 HD 20.12.202.../ DE000PC2YFD7 /
| 12/07/2024 21:50:31 |
Chg.+0.220 |
Bid21:58:51 |
Ask21:58:51 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.100EUR |
+25.00% |
1.060
Bid Size: 5,000 |
1.070
Ask Size: 5,000 |
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: |
1.200 |
| Low: |
0.900 |
| Previous Close: |
0.880 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+129.17% |
| 1 Month |
|
|
+30.95% |
| 3 Months |
|
|
-0.90% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.100 |
0.520 |
| 1M High / 1M Low: |
1.100 |
0.440 |
| 6M High / 6M Low: |
3.480 |
0.340 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.740 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.734 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.403 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
269.86% |
| Volatility 6M: |
|
198.43% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
