BNP Paribas Call 440 HD 20.12.2024
/ DE000PC6NT13
BNP Paribas Call 440 HD 20.12.202.../ DE000PC6NT13 /
06/11/2024 17:50:43 |
Chg.-0.190 |
Bid17:57:12 |
Ask17:57:12 |
Underlying |
Strike price |
Expiration date |
Option type |
0.120EUR |
-61.29% |
0.120 Bid Size: 14,000 |
0.130 Ask Size: 14,000 |
Home Depot Inc |
440.00 USD |
20/12/2024 |
Call |
Master data
WKN: |
PC6NT1 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Home Depot Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
440.00 USD |
Maturity: |
20/12/2024 |
Issue date: |
14/03/2024 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
107.62 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.08 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.28 |
Historic volatility: |
0.18 |
Parity: |
-3.65 |
Time value: |
0.34 |
Break-even: |
405.82 |
Moneyness: |
0.91 |
Premium: |
0.11 |
Premium p.a.: |
1.36 |
Spread abs.: |
0.01 |
Spread %: |
3.03% |
Delta: |
0.18 |
Theta: |
-0.11 |
Omega: |
19.85 |
Rho: |
0.08 |
Quote data
Open: |
0.420 |
High: |
0.420 |
Low: |
0.110 |
Previous Close: |
0.310 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-40.00% |
1 Month |
|
|
-80.33% |
3 Months |
|
|
-55.56% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.310 |
0.200 |
1M High / 1M Low: |
0.830 |
0.200 |
6M High / 6M Low: |
0.830 |
0.069 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.258 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.469 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.253 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
330.83% |
Volatility 6M: |
|
293.02% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |