BNP Paribas Call 64 HEN3 20.12.2024
/ DE000PC38SJ2
BNP Paribas Call 64 HEN3 20.12.20.../ DE000PC38SJ2 /
2024-07-24 9:50:15 PM |
Chg.-0.080 |
Bid9:55:54 PM |
Ask9:55:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.900EUR |
-4.04% |
- Bid Size: - |
- Ask Size: - |
HENKEL AG+CO.KGAA VZ... |
64.00 - |
2024-12-20 |
Call |
Master data
WKN: |
PC38SJ |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
HENKEL AG+CO.KGAA VZO |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
64.00 - |
Maturity: |
2024-12-20 |
Issue date: |
2024-01-31 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
4.13 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.94 |
Intrinsic value: |
1.85 |
Implied volatility: |
0.31 |
Historic volatility: |
0.15 |
Parity: |
1.85 |
Time value: |
0.15 |
Break-even: |
84.00 |
Moneyness: |
1.29 |
Premium: |
0.02 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.03 |
Spread %: |
1.52% |
Delta: |
0.93 |
Theta: |
-0.01 |
Omega: |
3.83 |
Rho: |
0.23 |
Quote data
Open: |
1.960 |
High: |
1.960 |
Low: |
1.840 |
Previous Close: |
1.980 |
Turnover: |
0.000 |
Market phase: |
BOOK |
All quotes in EUR
Performance
1 Week |
|
|
-5.94% |
1 Month |
|
|
-5.94% |
3 Months |
|
|
+69.64% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.020 |
1.900 |
1M High / 1M Low: |
2.090 |
1.860 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.974 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.976 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
37.63% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |