BNP Paribas Call 76 HEN3 20.12.2024
/ DE000PC2YEU4
BNP Paribas Call 76 HEN3 20.12.20.../ DE000PC2YEU4 /
| 2024-07-25 8:20:24 AM |
Chg.-0.020 |
Bid8:26:34 AM |
Ask8:26:34 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.820EUR |
-2.38% |
0.820
Bid Size: 6,200 |
0.840
Ask Size: 6,200 |
HENKEL AG+CO.KGAA VZ... |
76.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
PC2YEU |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
HENKEL AG+CO.KGAA VZO |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
76.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-04 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.83 |
| Intrinsic value: |
0.65 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.15 |
| Parity: |
0.65 |
| Time value: |
0.28 |
| Break-even: |
85.30 |
| Moneyness: |
1.09 |
| Premium: |
0.03 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.03 |
| Spread %: |
3.33% |
| Delta: |
0.77 |
| Theta: |
-0.02 |
| Omega: |
6.85 |
| Rho: |
0.22 |
Quote data
| Open: |
0.820 |
| High: |
0.820 |
| Low: |
0.820 |
| Previous Close: |
0.840 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.83% |
| 1 Month |
|
|
-16.33% |
| 3 Months |
|
|
+127.78% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.930 |
0.840 |
| 1M High / 1M Low: |
1.030 |
0.810 |
| 6M High / 6M Low: |
1.190 |
0.160 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.896 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.915 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.630 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
68.17% |
| Volatility 6M: |
|
179.91% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
