BNP Paribas Call 550 URI 20.09.2024
/ DE000PC38FL5
BNP Paribas Call 550 URI 20.09.20.../ DE000PC38FL5 /
| 02/08/2024 09:53:30 |
Chg.- |
Bid22:00:42 |
Ask22:00:42 |
Underlying |
Strike price |
Expiration date |
Option type |
| 15.51EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
United Rentals |
550.00 - |
20/09/2024 |
Call |
Master data
| WKN: |
PC38FL |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
United Rentals |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
550.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
31/01/2024 |
| Last trading day: |
05/08/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
10.96 |
| Intrinsic value: |
10.68 |
| Implied volatility: |
0.66 |
| Historic volatility: |
0.33 |
| Parity: |
10.68 |
| Time value: |
1.43 |
| Break-even: |
671.10 |
| Moneyness: |
1.19 |
| Premium: |
0.02 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.02 |
| Spread %: |
0.17% |
| Delta: |
0.84 |
| Theta: |
-0.51 |
| Omega: |
4.55 |
| Rho: |
0.41 |
Quote data
| Open: |
15.51 |
| High: |
15.51 |
| Low: |
15.51 |
| Previous Close: |
19.75 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+1.51% |
| 3 Months |
|
|
-7.84% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
21.88 |
15.28 |
| 6M High / 6M Low: |
21.88 |
8.85 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
17.77 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
14.02 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
241.43% |
| Volatility 6M: |
|
142.76% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
