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: |
|
- |
