BNP Paribas Call 500 URI 20.09.2024
/ DE000PC38FJ9
BNP Paribas Call 500 URI 20.09.20.../ DE000PC38FJ9 /
| 7/12/2024 9:50:32 PM |
Chg.+1.330 |
Bid9:59:45 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 17.280EUR |
+8.34% |
17.180
Bid Size: 1,000 |
-
Ask Size: - |
United Rentals |
500.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
PC38FJ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
United Rentals |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
500.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
1/31/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
15.65 |
| Intrinsic value: |
15.29 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.32 |
| Parity: |
15.29 |
| Time value: |
0.46 |
| Break-even: |
617.31 |
| Moneyness: |
1.33 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
-0.32 |
| Spread %: |
-1.99% |
| Delta: |
0.97 |
| Theta: |
-0.10 |
| Omega: |
3.76 |
| Rho: |
0.83 |
Quote data
| Open: |
16.090 |
| High: |
17.840 |
| Low: |
16.030 |
| Previous Close: |
15.950 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+28.96% |
| 1 Month |
|
|
+31.11% |
| 3 Months |
|
|
-6.04% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
15.950 |
12.990 |
| 1M High / 1M Low: |
15.950 |
12.550 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
14.004 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
13.993 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
115.55% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
