BNP Paribas Call 48 BMY 20.09.2024
/ DE000PC392C7
BNP Paribas Call 48 BMY 20.09.202.../ DE000PC392C7 /
2024-09-06 8:22:27 AM |
Chg.-0.010 |
Bid10:00:26 PM |
Ask10:00:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.200EUR |
-4.76% |
- Bid Size: - |
- Ask Size: - |
Bristol Myers Squibb... |
48.00 USD |
2024-09-20 |
Call |
Master data
WKN: |
PC392C |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Bristol Myers Squibb Co |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
48.00 USD |
Maturity: |
2024-09-20 |
Issue date: |
2024-01-31 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
29.29 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.12 |
Intrinsic value: |
0.06 |
Implied volatility: |
0.34 |
Historic volatility: |
0.23 |
Parity: |
0.06 |
Time value: |
0.09 |
Break-even: |
44.80 |
Moneyness: |
1.01 |
Premium: |
0.02 |
Premium p.a.: |
0.73 |
Spread abs.: |
0.01 |
Spread %: |
7.14% |
Delta: |
0.61 |
Theta: |
-0.04 |
Omega: |
17.83 |
Rho: |
0.01 |
Quote data
Open: |
0.200 |
High: |
0.200 |
Low: |
0.200 |
Previous Close: |
0.210 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-4.76% |
1 Month |
|
|
+17.65% |
3 Months |
|
|
+344.44% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.260 |
0.200 |
1M High / 1M Low: |
0.260 |
0.120 |
6M High / 6M Low: |
0.740 |
0.014 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.226 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.180 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.217 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
341.65% |
Volatility 6M: |
|
502.29% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |