BNP Paribas Call 402 MSFT 16.08.2024
/ DE000PC33NC9
BNP Paribas Call 402 MSFT 16.08.2.../ DE000PC33NC9 /
| 26/07/2024 21:50:41 |
Chg.+0.340 |
Bid21:59:56 |
Ask21:59:56 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.730EUR |
+14.23% |
2.730
Bid Size: 12,000 |
2.740
Ask Size: 12,000 |
Microsoft Corporatio... |
402.00 USD |
16/08/2024 |
Call |
Master data
| WKN: |
PC33NC |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Microsoft Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
402.00 USD |
| Maturity: |
16/08/2024 |
| Issue date: |
29/01/2024 |
| Last trading day: |
15/08/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.28 |
| Intrinsic value: |
2.14 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.18 |
| Parity: |
2.14 |
| Time value: |
0.59 |
| Break-even: |
397.61 |
| Moneyness: |
1.06 |
| Premium: |
0.01 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.01 |
| Spread %: |
0.37% |
| Delta: |
0.76 |
| Theta: |
-0.30 |
| Omega: |
10.89 |
| Rho: |
0.15 |
Quote data
| Open: |
2.410 |
| High: |
2.930 |
| Low: |
2.370 |
| Previous Close: |
2.390 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-24.79% |
| 1 Month |
|
|
-47.70% |
| 3 Months |
|
|
+5.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.230 |
2.390 |
| 1M High / 1M Low: |
6.330 |
2.390 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.306 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.793 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
170.53% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
