BNP Paribas Call 42 CMCSA 20.09.2024
/ DE000PC38670
BNP Paribas Call 42 CMCSA 20.09.2.../ DE000PC38670 /
| 9/3/2024 9:50:35 PM |
Chg.-0.003 |
Bid9:55:06 PM |
Ask9:55:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.012EUR |
-20.00% |
-
Bid Size: - |
-
Ask Size: - |
Comcast Corporation |
42.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
PC3867 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Comcast Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
42.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
1/31/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
39.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.20 |
| Parity: |
-0.22 |
| Time value: |
0.09 |
| Break-even: |
38.86 |
| Moneyness: |
0.94 |
| Premium: |
0.09 |
| Premium p.a.: |
4.98 |
| Spread abs.: |
0.08 |
| Spread %: |
658.33% |
| Delta: |
0.34 |
| Theta: |
-0.05 |
| Omega: |
13.28 |
| Rho: |
0.01 |
Quote data
| Open: |
0.015 |
| High: |
0.016 |
| Low: |
0.007 |
| Previous Close: |
0.015 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
-47.83% |
| 1 Month |
|
|
-84.42% |
| 3 Months |
|
|
-89.09% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.023 |
0.008 |
| 1M High / 1M Low: |
0.059 |
0.008 |
| 6M High / 6M Low: |
0.390 |
0.008 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.014 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.028 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.130 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
473.89% |
| Volatility 6M: |
|
342.74% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
