BNP Paribas Call 580 URI 20.09.2024
/ DE000PC38FM3
BNP Paribas Call 580 URI 20.09.20.../ DE000PC38FM3 /
| 7/18/2024 8:18:25 AM |
Chg.-1.65 |
Bid8:25:11 AM |
Ask8:25:11 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 14.11EUR |
-10.47% |
14.11
Bid Size: 500 |
14.31
Ask Size: 500 |
United Rentals |
580.00 USD |
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 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: |
4.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
15.38 |
| Intrinsic value: |
14.95 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.32 |
| Parity: |
14.95 |
| Time value: |
0.93 |
| Break-even: |
690.81 |
| Moneyness: |
1.28 |
| Premium: |
0.01 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.03 |
| Spread %: |
0.19% |
| Delta: |
0.91 |
| Theta: |
-0.21 |
| Omega: |
3.92 |
| Rho: |
0.83 |
Quote data
| Open: |
14.11 |
| High: |
14.11 |
| Low: |
14.11 |
| Previous Close: |
15.76 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+75.50% |
| 1 Month |
|
|
+97.07% |
| 3 Months |
|
|
+42.38% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
15.76 |
8.04 |
| 1M High / 1M Low: |
15.76 |
6.93 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
11.38 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
8.84 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
193.79% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
