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: |
|
- |