BNP Paribas Call 55 CARR 20.09.2024
/ DE000PC388L6
BNP Paribas Call 55 CARR 20.09.20.../ DE000PC388L6 /
| 02/08/2024 08:17:34 |
Chg.-0.21 |
Bid14:49:59 |
Ask14:49:59 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.06EUR |
-16.54% |
0.96
Bid Size: 7,300 |
-
Ask Size: - |
Carrier Global Corp |
55.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
PC388L |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Carrier Global Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
55.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
31/01/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.06 |
| Intrinsic value: |
1.03 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.27 |
| Parity: |
1.03 |
| Time value: |
0.07 |
| Break-even: |
61.99 |
| Moneyness: |
1.20 |
| Premium: |
0.01 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
0.92% |
| Delta: |
0.90 |
| Theta: |
-0.02 |
| Omega: |
5.00 |
| Rho: |
0.06 |
Quote data
| Open: |
1.06 |
| High: |
1.06 |
| Low: |
1.06 |
| Previous Close: |
1.27 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.95% |
| 1 Month |
|
|
+32.50% |
| 3 Months |
|
|
+24.71% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.27 |
1.01 |
| 1M High / 1M Low: |
1.44 |
0.80 |
| 6M High / 6M Low: |
1.44 |
0.33 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.18 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.09 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.82 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
162.70% |
| Volatility 6M: |
|
166.85% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
