BNP Paribas Call 700 URI 20.09.2024
/ DE000PC38FS0
BNP Paribas Call 700 URI 20.09.20.../ DE000PC38FS0 /
| 7/26/2024 9:50:32 PM |
Chg.+0.050 |
Bid9:59:09 PM |
Ask9:59:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.420EUR |
+0.68% |
7.030
Bid Size: 1,000 |
7.050
Ask Size: 1,000 |
United Rentals |
700.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
PC38FS |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
United Rentals |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
700.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
1/31/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.57 |
| Intrinsic value: |
4.81 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.33 |
| Parity: |
4.81 |
| Time value: |
2.24 |
| Break-even: |
715.32 |
| Moneyness: |
1.07 |
| Premium: |
0.03 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.02 |
| Spread %: |
0.28% |
| Delta: |
0.72 |
| Theta: |
-0.36 |
| Omega: |
7.12 |
| Rho: |
0.65 |
Quote data
| Open: |
7.470 |
| High: |
9.720 |
| Low: |
7.370 |
| Previous Close: |
7.370 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+34.42% |
| 1 Month |
|
|
+188.72% |
| 3 Months |
|
|
+21.04% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.420 |
5.760 |
| 1M High / 1M Low: |
7.420 |
1.820 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.792 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.320 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
302.17% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
