BNP Paribas Call 42 CMCSA 20.09.2024
/ DE000PC38670
BNP Paribas Call 42 CMCSA 20.09.2.../ DE000PC38670 /
| 29/07/2024 12:21:02 |
Chg.+0.002 |
Bid12:22:52 |
Ask12:22:52 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.065EUR |
+3.17% |
0.066
Bid Size: 17,900 |
0.091
Ask Size: 17,900 |
Comcast Corporation |
42.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
PC3867 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Comcast Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
42.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
31/01/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
40.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.20 |
| Parity: |
-0.21 |
| Time value: |
0.09 |
| Break-even: |
39.61 |
| Moneyness: |
0.95 |
| Premium: |
0.08 |
| Premium p.a.: |
0.73 |
| Spread abs.: |
0.03 |
| Spread %: |
46.77% |
| Delta: |
0.35 |
| Theta: |
-0.02 |
| Omega: |
13.93 |
| Rho: |
0.02 |
Quote data
| Open: |
0.068 |
| High: |
0.068 |
| Low: |
0.063 |
| Previous Close: |
0.063 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.96% |
| 1 Month |
|
|
-13.33% |
| 3 Months |
|
|
-45.83% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.073 |
0.029 |
| 1M High / 1M Low: |
0.130 |
0.029 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.048 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.063 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
469.35% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
