BNP Paribas Call 40 FRA 20.09.2024
/ DE000PC8HHQ7
BNP Paribas Call 40 FRA 20.09.202.../ DE000PC8HHQ7 /
04/09/2024 10:20:57 |
Chg.-0.030 |
Bid10:36:11 |
Ask10:36:11 |
Underlying |
Strike price |
Expiration date |
Option type |
0.480EUR |
-5.88% |
0.510 Bid Size: 11,500 |
0.550 Ask Size: 11,500 |
FRAPORT AG FFM.AIRPO... |
40.00 EUR |
20/09/2024 |
Call |
Master data
WKN: |
PC8HHQ |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
FRAPORT AG FFM.AIRPORT |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
40.00 EUR |
Maturity: |
20/09/2024 |
Issue date: |
17/04/2024 |
Last trading day: |
19/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
8.20 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.52 |
Intrinsic value: |
0.51 |
Implied volatility: |
0.54 |
Historic volatility: |
0.27 |
Parity: |
0.51 |
Time value: |
0.04 |
Break-even: |
45.50 |
Moneyness: |
1.13 |
Premium: |
0.01 |
Premium p.a.: |
0.22 |
Spread abs.: |
0.04 |
Spread %: |
7.84% |
Delta: |
0.87 |
Theta: |
-0.04 |
Omega: |
7.16 |
Rho: |
0.01 |
Quote data
Open: |
0.500 |
High: |
0.500 |
Low: |
0.460 |
Previous Close: |
0.510 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-17.24% |
1 Month |
|
|
-27.27% |
3 Months |
|
|
-67.12% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.580 |
0.510 |
1M High / 1M Low: |
0.710 |
0.470 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.554 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.551 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
149.27% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |