BNP Paribas Call 620 URI 20.12.2024
/ DE000PC22906
BNP Paribas Call 620 URI 20.12.20.../ DE000PC22906 /
| 2024-11-08 9:23:08 AM |
Chg.-1.98 |
Bid10:00:31 PM |
Ask10:00:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 22.81EUR |
-7.99% |
-
Bid Size: - |
-
Ask Size: - |
United Rentals |
620.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
PC2290 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
United Rentals |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
620.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-08 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
24.00 |
| Intrinsic value: |
23.79 |
| Implied volatility: |
0.67 |
| Historic volatility: |
0.34 |
| Parity: |
23.79 |
| Time value: |
0.60 |
| Break-even: |
822.38 |
| Moneyness: |
1.41 |
| Premium: |
0.01 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.95 |
| Theta: |
-0.27 |
| Omega: |
3.19 |
| Rho: |
0.60 |
Quote data
| Open: |
22.81 |
| High: |
22.81 |
| Low: |
22.81 |
| Previous Close: |
24.79 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+24.10% |
| 1 Month |
|
|
+30.05% |
| 3 Months |
|
|
+108.31% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
24.79 |
15.88 |
| 1M High / 1M Low: |
24.79 |
15.88 |
| 6M High / 6M Low: |
24.79 |
6.91 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
20.00 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
19.75 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
13.04 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
157.51% |
| Volatility 6M: |
|
146.54% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
