BNP Paribas Call 480 MHL 17.01.20.../  DE000PC39HX4  /

EUWAX
11/15/2024  8:21:56 AM Chg.- Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
3.71EUR - -
Bid Size: -
-
Ask Size: -
S+P GLOBAL INC. ... 480.00 - 1/17/2025 Call
 

Master data

WKN: PC39HX
Issuer: BNP PARIBAS
Currency: EUR
Underlying: S+P GLOBAL INC. DL 1
Type: Warrant
Option type: Call
Strike price: 480.00 -
Maturity: 1/17/2025
Issue date: 1/31/2024
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 14.40
Leverage: Yes

Calculated values

Fair value: 1.19
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.15
Parity: -0.19
Time value: 3.32
Break-even: 513.20
Moneyness: 1.00
Premium: 0.07
Premium p.a.: 0.52
Spread abs.: 0.09
Spread %: 2.79%
Delta: 0.54
Theta: -0.28
Omega: 7.74
Rho: 0.38
 

Quote data

Open: 3.71
High: 3.71
Low: 3.71
Previous Close: 3.82
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.61%
1 Month
  -26.10%
3 Months
  -3.13%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.82 3.29
1M High / 1M Low: 5.41 2.16
6M High / 6M Low: 5.90 1.19
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   3.58
Avg. volume 1W:   0.00
Avg. price 1M:   3.42
Avg. volume 1M:   0.00
Avg. price 6M:   3.46
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   227.06%
Volatility 6M:   141.39%
Volatility 1Y:   -
Volatility 3Y:   -