BNP Paribas Call 65 MRVL 20.09.2024
/ DE000PC2Z3M6
BNP Paribas Call 65 MRVL 20.09.20.../ DE000PC2Z3M6 /
| 02/09/2024 21:50:42 |
Chg.+0.050 |
Bid02/09/2024 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.040EUR |
+5.05% |
1.040
Bid Size: 9,000 |
-
Ask Size: - |
Marvell Technology I... |
65.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
PC2Z3M |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Marvell Technology Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
65.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
05/01/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.04 |
| Intrinsic value: |
1.02 |
| Implied volatility: |
0.65 |
| Historic volatility: |
0.43 |
| Parity: |
1.02 |
| Time value: |
0.07 |
| Break-even: |
69.75 |
| Moneyness: |
1.17 |
| Premium: |
0.01 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.05 |
| Spread %: |
4.81% |
| Delta: |
0.88 |
| Theta: |
-0.06 |
| Omega: |
5.58 |
| Rho: |
0.02 |
Quote data
| Open: |
1.040 |
| High: |
1.040 |
| Low: |
1.000 |
| Previous Close: |
0.990 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+70.49% |
| 1 Month |
|
|
+285.19% |
| 3 Months |
|
|
+15.56% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.990 |
0.610 |
| 1M High / 1M Low: |
0.990 |
0.190 |
| 6M High / 6M Low: |
2.320 |
0.190 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.704 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.519 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.956 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
471.26% |
| Volatility 6M: |
|
271.86% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
