BNP Paribas Call 820 URI 20.09.2024
/ DE000PC617X3
BNP Paribas Call 820 URI 20.09.20.../ DE000PC617X3 /
8/16/2024 8:59:25 AM |
Chg.+0.110 |
Bid7:08:25 PM |
Ask7:08:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.430EUR |
+34.38% |
0.320 Bid Size: 9,375 |
0.340 Ask Size: 8,824 |
United Rentals |
820.00 USD |
9/20/2024 |
Call |
Master data
WKN: |
PC617X |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
United Rentals |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
820.00 USD |
Maturity: |
9/20/2024 |
Issue date: |
3/21/2024 |
Last trading day: |
9/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
156.37 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.38 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.34 |
Historic volatility: |
0.33 |
Parity: |
-9.06 |
Time value: |
0.42 |
Break-even: |
751.53 |
Moneyness: |
0.88 |
Premium: |
0.14 |
Premium p.a.: |
3.08 |
Spread abs.: |
0.02 |
Spread %: |
5.00% |
Delta: |
0.13 |
Theta: |
-0.21 |
Omega: |
19.90 |
Rho: |
0.08 |
Quote data
Open: |
0.430 |
High: |
0.430 |
Low: |
0.430 |
Previous Close: |
0.320 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+13.16% |
1 Month |
|
|
-63.25% |
3 Months |
|
|
-82.52% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.380 |
0.290 |
1M High / 1M Low: |
2.880 |
0.270 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.342 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.155 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
601.74% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |