BNP Paribas Call 780 URI 20.09.2024
/ DE000PC6NDC8
BNP Paribas Call 780 URI 20.09.20.../ DE000PC6NDC8 /
| 2024-06-27 1:50:40 PM |
Chg.+0.030 |
Bid1:55:27 PM |
Ask1:55:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.730EUR |
+4.29% |
0.720
Bid Size: 4,167 |
0.930
Ask Size: 4,000 |
United Rentals |
780.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
PC6NDC |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
United Rentals |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
780.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-03-14 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
74.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.45 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.32 |
| Parity: |
-14.06 |
| Time value: |
0.79 |
| Break-even: |
738.24 |
| Moneyness: |
0.81 |
| Premium: |
0.25 |
| Premium p.a.: |
1.62 |
| Spread abs.: |
0.03 |
| Spread %: |
3.95% |
| Delta: |
0.15 |
| Theta: |
-0.16 |
| Omega: |
11.35 |
| Rho: |
0.19 |
Quote data
| Open: |
0.730 |
| High: |
0.730 |
| Low: |
0.720 |
| Previous Close: |
0.700 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-31.78% |
| 1 Month |
|
|
-64.90% |
| 3 Months |
|
|
-86.17% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.070 |
0.700 |
| 1M High / 1M Low: |
2.080 |
0.700 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.918 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.203 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
263.94% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
