BNP Paribas Call 580 URI 20.09.2024
/ DE000PC38FM3
BNP Paribas Call 580 URI 20.09.20.../ DE000PC38FM3 /
02/08/2024 09:53:30 |
Chg.- |
Bid22:00:42 |
Ask22:00:42 |
Underlying |
Strike price |
Expiration date |
Option type |
12.93EUR |
- |
- Bid Size: - |
- Ask Size: - |
United Rentals |
580.00 - |
20/09/2024 |
Call |
Master data
WKN: |
PC38FM |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
United Rentals |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
580.00 - |
Maturity: |
20/09/2024 |
Issue date: |
31/01/2024 |
Last trading day: |
05/08/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
6.69 |
Leverage: |
Yes |
Calculated values
Fair value: |
8.20 |
Intrinsic value: |
7.68 |
Implied volatility: |
0.65 |
Historic volatility: |
0.33 |
Parity: |
7.68 |
Time value: |
2.14 |
Break-even: |
678.20 |
Moneyness: |
1.13 |
Premium: |
0.03 |
Premium p.a.: |
0.40 |
Spread abs.: |
0.02 |
Spread %: |
0.20% |
Delta: |
0.77 |
Theta: |
-0.61 |
Omega: |
5.15 |
Rho: |
0.39 |
Quote data
Open: |
12.93 |
High: |
12.93 |
Low: |
12.93 |
Previous Close: |
17.07 |
Turnover: |
0.00 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-17.96% |
3 Months |
|
|
+7.93% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
19.21 |
12.93 |
6M High / 6M Low: |
19.21 |
6.93 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
15.37 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
11.89 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
268.75% |
Volatility 6M: |
|
162.72% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |