BNP Paribas Call 430 MUV2 16.08.2024
/ DE000PC9PH95
BNP Paribas Call 430 MUV2 16.08.2.../ DE000PC9PH95 /
| 8/2/2024 10:11:48 AM |
Chg.-0.76 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.38EUR |
-35.51% |
-
Bid Size: - |
-
Ask Size: - |
MUENCH.RUECKVERS.VNA... |
430.00 EUR |
8/16/2024 |
Call |
Master data
| WKN: |
PC9PH9 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
MUENCH.RUECKVERS.VNA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
430.00 EUR |
| Maturity: |
8/16/2024 |
| Issue date: |
5/13/2024 |
| Last trading day: |
8/15/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
22.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.49 |
| Intrinsic value: |
1.27 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.18 |
| Parity: |
1.27 |
| Time value: |
0.74 |
| Break-even: |
450.10 |
| Moneyness: |
1.03 |
| Premium: |
0.02 |
| Premium p.a.: |
0.54 |
| Spread abs.: |
0.08 |
| Spread %: |
4.15% |
| Delta: |
0.68 |
| Theta: |
-0.43 |
| Omega: |
14.96 |
| Rho: |
0.11 |
Quote data
| Open: |
1.38 |
| High: |
1.38 |
| Low: |
1.38 |
| Previous Close: |
2.14 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-46.30% |
| 1 Month |
|
|
-51.92% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.01 |
2.14 |
| 1M High / 1M Low: |
3.90 |
2.14 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.73 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.86 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
210.55% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
