BNP Paribas Call 42 EBA 20.09.2024
/ DE000PC399S8
BNP Paribas Call 42 EBA 20.09.202.../ DE000PC399S8 /
| 02/08/2024 21:50:41 |
Chg.-0.030 |
Bid21:57:55 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.310EUR |
-2.24% |
-
Bid Size: - |
-
Ask Size: - |
EBAY INC. DL... |
42.00 - |
20/09/2024 |
Call |
Master data
| WKN: |
PC399S |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
EBAY INC. DL-,001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
42.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
31/01/2024 |
| Last trading day: |
05/08/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.15 |
| Intrinsic value: |
1.14 |
| Implied volatility: |
1.37 |
| Historic volatility: |
0.22 |
| Parity: |
1.14 |
| Time value: |
0.17 |
| Break-even: |
55.10 |
| Moneyness: |
1.27 |
| Premium: |
0.03 |
| Premium p.a.: |
0.96 |
| Spread abs.: |
-0.01 |
| Spread %: |
-0.76% |
| Delta: |
0.83 |
| Theta: |
-0.12 |
| Omega: |
3.39 |
| Rho: |
0.01 |
Quote data
| Open: |
1.290 |
| High: |
1.350 |
| Low: |
1.260 |
| Previous Close: |
1.340 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
+13.91% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
1.340 |
0.800 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
1.063 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
95.84% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
