BNP Paribas Call 66 HEN3 20.12.2024
/ DE000PC2YEW0
BNP Paribas Call 66 HEN3 20.12.20.../ DE000PC2YEW0 /
| 2024-07-24 9:50:14 PM |
Chg.-0.080 |
Bid2024-07-24 |
Ask2024-07-24 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.710EUR |
-4.47% |
-
Bid Size: - |
-
Ask Size: - |
HENKEL AG+CO.KGAA VZ... |
66.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
PC2YEW |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
HENKEL AG+CO.KGAA VZO |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
66.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-04 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.75 |
| Intrinsic value: |
1.65 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.15 |
| Parity: |
1.65 |
| Time value: |
0.16 |
| Break-even: |
84.10 |
| Moneyness: |
1.25 |
| Premium: |
0.02 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.03 |
| Spread %: |
1.69% |
| Delta: |
0.92 |
| Theta: |
-0.01 |
| Omega: |
4.18 |
| Rho: |
0.23 |
Quote data
| Open: |
1.770 |
| High: |
1.770 |
| Low: |
1.650 |
| Previous Close: |
1.790 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.56% |
| 1 Month |
|
|
-7.07% |
| 3 Months |
|
|
+76.29% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.830 |
1.710 |
| 1M High / 1M Low: |
1.910 |
1.670 |
| 6M High / 6M Low: |
2.080 |
0.600 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.784 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.787 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.332 |
| Avg. volume 6M: |
|
288.976 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
41.83% |
| Volatility 6M: |
|
106.36% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
