BNP Paribas Call 75 BBY 20.09.2024
/ DE000PC39BW9
BNP Paribas Call 75 BBY 20.09.202.../ DE000PC39BW9 /
| 15/08/2024 21:50:36 |
Chg.+0.080 |
Bid21:59:48 |
Ask21:59:48 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.950EUR |
+9.20% |
0.950
Bid Size: 4,500 |
0.960
Ask Size: 4,500 |
Best Buy Company |
75.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
PC39BW |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Best Buy Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
75.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
31/01/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.78 |
| Intrinsic value: |
0.72 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.27 |
| Parity: |
0.72 |
| Time value: |
0.17 |
| Break-even: |
77.01 |
| Moneyness: |
1.11 |
| Premium: |
0.02 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.01 |
| Spread %: |
1.14% |
| Delta: |
0.78 |
| Theta: |
-0.05 |
| Omega: |
6.62 |
| Rho: |
0.05 |
Quote data
| Open: |
0.890 |
| High: |
1.140 |
| Low: |
0.890 |
| Previous Close: |
0.870 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.20% |
| 1 Month |
|
|
-17.39% |
| 3 Months |
|
|
+102.13% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.950 |
0.790 |
| 1M High / 1M Low: |
1.430 |
0.760 |
| 6M High / 6M Low: |
1.910 |
0.270 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.880 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.110 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.915 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
164.88% |
| Volatility 6M: |
|
255.91% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
