BNP Paribas Call 405 MSFT 16.08.2024
/ DE000PC33ND7
BNP Paribas Call 405 MSFT 16.08.2.../ DE000PC33ND7 /
| 2024-07-26 9:50:42 PM |
Chg.+0.320 |
Bid9:59:56 PM |
Ask9:59:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.520EUR |
+14.55% |
2.520
Bid Size: 12,000 |
2.530
Ask Size: 12,000 |
Microsoft Corporatio... |
405.00 USD |
2024-08-16 |
Call |
Master data
| WKN: |
PC33ND |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Microsoft Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
405.00 USD |
| Maturity: |
2024-08-16 |
| Issue date: |
2024-01-29 |
| Last trading day: |
2024-08-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.03 |
| Intrinsic value: |
1.87 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.18 |
| Parity: |
1.87 |
| Time value: |
0.66 |
| Break-even: |
398.37 |
| Moneyness: |
1.05 |
| Premium: |
0.02 |
| Premium p.a.: |
0.36 |
| Spread abs.: |
0.01 |
| Spread %: |
0.40% |
| Delta: |
0.73 |
| Theta: |
-0.31 |
| Omega: |
11.34 |
| Rho: |
0.14 |
Quote data
| Open: |
2.220 |
| High: |
2.710 |
| Low: |
2.170 |
| Previous Close: |
2.200 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.66% |
| 1 Month |
|
|
-49.19% |
| 3 Months |
|
|
+2.86% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.980 |
2.200 |
| 1M High / 1M Low: |
6.070 |
2.200 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.082 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.544 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
177.18% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
