BNP Paribas Call 410 HD 20.12.2024
/ DE000PC2YFC9
BNP Paribas Call 410 HD 20.12.202.../ DE000PC2YFC9 /
| 2024-11-06 5:05:28 PM |
Chg.-0.590 |
Bid5:13:18 PM |
Ask5:13:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.480EUR |
-55.14% |
0.520
Bid Size: 6,000 |
0.530
Ask Size: 6,000 |
Home Depot Inc |
410.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
PC2YFC |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Home Depot Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
410.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-04 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
32.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.59 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.18 |
| Parity: |
-0.91 |
| Time value: |
1.12 |
| Break-even: |
386.18 |
| Moneyness: |
0.98 |
| Premium: |
0.06 |
| Premium p.a.: |
0.56 |
| Spread abs.: |
0.01 |
| Spread %: |
0.90% |
| Delta: |
0.44 |
| Theta: |
-0.18 |
| Omega: |
14.29 |
| Rho: |
0.18 |
Quote data
| Open: |
1.360 |
| High: |
1.360 |
| Low: |
0.480 |
| Previous Close: |
1.070 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-40.00% |
| 1 Month |
|
|
-71.26% |
| 3 Months |
|
|
-27.27% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.070 |
0.800 |
| 1M High / 1M Low: |
2.120 |
0.800 |
| 6M High / 6M Low: |
2.120 |
0.180 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.924 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.429 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.712 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
238.34% |
| Volatility 6M: |
|
254.84% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
