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: |
|
- |