BNP Paribas Call 40 BMY 20.12.2024
/ DE000PC837X7
BNP Paribas Call 40 BMY 20.12.202.../ DE000PC837X7 /
| 10/8/2024 9:50:41 PM |
Chg.-0.080 |
Bid9:59:22 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.210EUR |
-6.20% |
1.190
Bid Size: 17,000 |
-
Ask Size: - |
Bristol Myers Squibb... |
40.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
PC837X |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Bristol Myers Squibb Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
4/30/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.25 |
| Intrinsic value: |
1.22 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.24 |
| Parity: |
1.22 |
| Time value: |
0.07 |
| Break-even: |
49.35 |
| Moneyness: |
1.34 |
| Premium: |
0.01 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.02 |
| Spread %: |
1.57% |
| Delta: |
0.92 |
| Theta: |
-0.01 |
| Omega: |
3.49 |
| Rho: |
0.06 |
Quote data
| Open: |
1.280 |
| High: |
1.280 |
| Low: |
1.200 |
| Previous Close: |
1.290 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.31% |
| 1 Month |
|
|
+44.05% |
| 3 Months |
|
|
+278.13% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.310 |
1.160 |
| 1M High / 1M Low: |
1.310 |
0.800 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.262 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.990 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
104.23% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
