BNP Paribas Call 85 BBY 20.12.2024
/ DE000PC2W372
BNP Paribas Call 85 BBY 20.12.202.../ DE000PC2W372 /
14/11/2024 08:36:40 |
Chg.+0.110 |
Bid22:00:30 |
Ask22:00:30 |
Underlying |
Strike price |
Expiration date |
Option type |
0.840EUR |
+15.07% |
- Bid Size: - |
- Ask Size: - |
Best Buy Company |
85.00 USD |
20/12/2024 |
Call |
Master data
WKN: |
PC2W37 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Best Buy Company |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
85.00 USD |
Maturity: |
20/12/2024 |
Issue date: |
04/01/2024 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
10.73 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.67 |
Intrinsic value: |
0.54 |
Implied volatility: |
0.45 |
Historic volatility: |
0.30 |
Parity: |
0.54 |
Time value: |
0.26 |
Break-even: |
88.45 |
Moneyness: |
1.07 |
Premium: |
0.03 |
Premium p.a.: |
0.35 |
Spread abs.: |
0.01 |
Spread %: |
1.27% |
Delta: |
0.71 |
Theta: |
-0.06 |
Omega: |
7.62 |
Rho: |
0.05 |
Quote data
Open: |
0.840 |
High: |
0.840 |
Low: |
0.840 |
Previous Close: |
0.730 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+10.53% |
1 Month |
|
|
-36.84% |
3 Months |
|
|
+40.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.760 |
0.670 |
1M High / 1M Low: |
1.420 |
0.670 |
6M High / 6M Low: |
1.800 |
0.190 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.728 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.988 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.925 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
181.82% |
Volatility 6M: |
|
336.41% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |