BNP Paribas Call 45 EBA 20.09.2024
/ DE000PC399U4
BNP Paribas Call 45 EBA 20.09.202.../ DE000PC399U4 /
02/08/2024 21:50:31 |
Chg.-0.020 |
Bid21:57:58 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
1.040EUR |
-1.89% |
- Bid Size: - |
- Ask Size: - |
EBAY INC. DL... |
45.00 - |
20/09/2024 |
Call |
Master data
WKN: |
PC399U |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
EBAY INC. DL-,001 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
45.00 - |
Maturity: |
20/09/2024 |
Issue date: |
31/01/2024 |
Last trading day: |
05/08/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.09 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.85 |
Intrinsic value: |
0.84 |
Implied volatility: |
1.24 |
Historic volatility: |
0.22 |
Parity: |
0.84 |
Time value: |
0.21 |
Break-even: |
55.50 |
Moneyness: |
1.19 |
Premium: |
0.04 |
Premium p.a.: |
1.29 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.78 |
Theta: |
-0.13 |
Omega: |
3.98 |
Rho: |
0.01 |
Quote data
Open: |
1.020 |
High: |
1.080 |
Low: |
0.990 |
Previous Close: |
1.060 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
0.00% |
3 Months |
|
|
+15.56% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
- |
- |
6M High / 6M Low: |
1.060 |
0.580 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
- |
Avg. volume 1M: |
|
- |
Avg. price 6M: |
|
0.825 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
- |
Volatility 6M: |
|
117.07% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |