BNP Paribas Call 40 VZ 20.09.2024
/ DE000PC4AD42
BNP Paribas Call 40 VZ 20.09.2024/ DE000PC4AD42 /
| 7/24/2024 9:50:30 PM |
Chg.+0.030 |
Bid7/24/2024 |
Ask7/24/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.100EUR |
+42.86% |
0.100
Bid Size: 50,000 |
0.120
Ask Size: 50,000 |
Verizon Communicatio... |
40.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
PC4AD4 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Verizon Communications Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
1/31/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
39.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.20 |
| Parity: |
-0.10 |
| Time value: |
0.09 |
| Break-even: |
37.78 |
| Moneyness: |
0.97 |
| Premium: |
0.05 |
| Premium p.a.: |
0.39 |
| Spread abs.: |
0.03 |
| Spread %: |
40.00% |
| Delta: |
0.42 |
| Theta: |
-0.01 |
| Omega: |
16.42 |
| Rho: |
0.02 |
Quote data
| Open: |
0.059 |
| High: |
0.110 |
| Low: |
0.058 |
| Previous Close: |
0.070 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-62.96% |
| 1 Month |
|
|
-50.00% |
| 3 Months |
|
|
-44.44% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.270 |
0.070 |
| 1M High / 1M Low: |
0.270 |
0.070 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.185 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.196 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
330.53% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
