BNP Paribas Call 75 ERIC/B 20.09.2024
/ DE000PC2X800
BNP Paribas Call 75 ERIC/B 20.09..../ DE000PC2X800 /
| 9/5/2024 11:20:54 AM |
Chg.+0.010 |
Bid11:44:18 AM |
Ask11:44:18 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.200EUR |
+5.26% |
0.210
Bid Size: 10,000 |
0.230
Ask Size: 10,000 |
Ericsson, Telefonab.... |
75.00 SEK |
9/20/2024 |
Call |
Master data
| WKN: |
PC2X80 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Ericsson, Telefonab. L M ser. B |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
75.00 SEK |
| Maturity: |
9/20/2024 |
| Issue date: |
1/4/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
26.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.16 |
| Intrinsic value: |
0.04 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.26 |
| Parity: |
0.04 |
| Time value: |
0.21 |
| Break-even: |
6.84 |
| Moneyness: |
1.01 |
| Premium: |
0.03 |
| Premium p.a.: |
1.15 |
| Spread abs.: |
0.05 |
| Spread %: |
25.00% |
| Delta: |
0.55 |
| Theta: |
-0.01 |
| Omega: |
14.60 |
| Rho: |
0.00 |
Quote data
| Open: |
0.180 |
| High: |
0.220 |
| Low: |
0.180 |
| Previous Close: |
0.190 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.09% |
| 1 Month |
|
|
+163.16% |
| 3 Months |
|
|
+42.86% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.240 |
0.180 |
| 1M High / 1M Low: |
0.240 |
0.076 |
| 6M High / 6M Low: |
0.240 |
0.030 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.212 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.157 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.104 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
269.45% |
| Volatility 6M: |
|
307.08% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
