BNP Paribas Call 650 URI 20.09.2024
/ DE000PC38FQ4
BNP Paribas Call 650 URI 20.09.20.../ DE000PC38FQ4 /
| 2024-07-26 9:50:30 PM |
Chg.+0.150 |
Bid9:59:09 PM |
Ask9:59:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 11.060EUR |
+1.37% |
10.570
Bid Size: 2,000 |
10.590
Ask Size: 2,000 |
United Rentals |
650.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
PC38FQ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
United Rentals |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
650.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-31 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
10.21 |
| Intrinsic value: |
9.42 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.33 |
| Parity: |
9.42 |
| Time value: |
1.17 |
| Break-even: |
704.66 |
| Moneyness: |
1.16 |
| Premium: |
0.02 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.02 |
| Spread %: |
0.19% |
| Delta: |
0.86 |
| Theta: |
-0.27 |
| Omega: |
5.60 |
| Rho: |
0.73 |
Quote data
| Open: |
11.050 |
| High: |
13.600 |
| Low: |
10.980 |
| Previous Close: |
10.910 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+29.96% |
| 1 Month |
|
|
+147.43% |
| 3 Months |
|
|
+27.86% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
11.060 |
8.790 |
| 1M High / 1M Low: |
11.060 |
3.410 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
10.154 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
6.855 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
245.09% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
