BNP Paribas Call 410 MUV2 16.08.2024
/ DE000PC9PJB6
BNP Paribas Call 410 MUV2 16.08.2.../ DE000PC9PJB6 /
| 2024-07-09 4:50:19 PM |
Chg.+0.070 |
Bid4:52:28 PM |
Ask4:52:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.260EUR |
+1.35% |
5.290
Bid Size: 11,500 |
5.330
Ask Size: 11,500 |
MUENCH.RUECKVERS.VNA... |
410.00 EUR |
2024-08-16 |
Call |
Master data
| WKN: |
PC9PJB |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
MUENCH.RUECKVERS.VNA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
410.00 EUR |
| Maturity: |
2024-08-16 |
| Issue date: |
2024-05-13 |
| Last trading day: |
2024-08-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.08 |
| Intrinsic value: |
4.91 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.18 |
| Parity: |
4.91 |
| Time value: |
0.36 |
| Break-even: |
462.70 |
| Moneyness: |
1.12 |
| Premium: |
0.01 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.09 |
| Spread %: |
1.74% |
| Delta: |
0.90 |
| Theta: |
-0.13 |
| Omega: |
7.86 |
| Rho: |
0.38 |
Quote data
| Open: |
5.240 |
| High: |
5.410 |
| Low: |
5.150 |
| Previous Close: |
5.190 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.63% |
| 1 Month |
|
|
-7.72% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.190 |
4.060 |
| 1M High / 1M Low: |
6.220 |
4.060 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.514 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.534 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
163.51% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
