BNP Paribas Call 750 UU2 17.01.2025
/ DE000PC4AEX4
BNP Paribas Call 750 UU2 17.01.20.../ DE000PC4AEX4 /
| 2024-11-25 9:50:23 PM |
Chg.-0.050 |
Bid9:59:34 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.730EUR |
-1.80% |
-
Bid Size: - |
-
Ask Size: - |
BLACKROCK INC. ... |
750.00 - |
2025-01-17 |
Call |
Master data
| WKN: |
PC4AEX |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
BLACKROCK INC. O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
750.00 - |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-01-31 |
| Last trading day: |
2024-11-26 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.37 |
| Intrinsic value: |
2.36 |
| Implied volatility: |
1.32 |
| Historic volatility: |
0.17 |
| Parity: |
2.36 |
| Time value: |
0.37 |
| Break-even: |
1,023.00 |
| Moneyness: |
1.31 |
| Premium: |
0.04 |
| Premium p.a.: |
0.71 |
| Spread abs.: |
0.03 |
| Spread %: |
1.11% |
| Delta: |
0.83 |
| Theta: |
-1.74 |
| Omega: |
3.01 |
| Rho: |
0.38 |
Quote data
| Open: |
2.810 |
| High: |
2.860 |
| Low: |
2.730 |
| Previous Close: |
2.780 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-1.80% |
| 3 Months |
|
|
+51.67% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
2.730 |
2.730 |
| 6M High / 6M Low: |
2.870 |
0.750 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
2.730 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.657 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
88.05% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
