BNP Paribas Call 580 URI 20.09.2024
/ DE000PC38FM3
BNP Paribas Call 580 URI 20.09.20.../ DE000PC38FM3 /
| 8/2/2024 9:53:30 AM |
Chg.- |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 12.93EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
United Rentals |
580.00 - |
9/20/2024 |
Call |
Master data
| WKN: |
PC38FM |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
United Rentals |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
580.00 - |
| Maturity: |
9/20/2024 |
| Issue date: |
1/31/2024 |
| Last trading day: |
8/5/2024 |
| 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 |
|
|
+0.94% |
| 3 Months |
|
|
-10.83% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
19.21 |
12.81 |
| 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: |
|
15.19 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
11.89 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
277.10% |
| Volatility 6M: |
|
162.44% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
