BNP Paribas Call 88 ANF 20.12.2024
/ DE000PC2WQC0
BNP Paribas Call 88 ANF 20.12.202.../ DE000PC2WQC0 /
| 7/30/2024 8:20:51 PM |
Chg.-0.450 |
Bid8:25:08 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.870EUR |
-7.12% |
5.890
Bid Size: 6,000 |
-
Ask Size: - |
Abercrombie and Fitc... |
88.00 - |
12/20/2024 |
Call |
Master data
| WKN: |
PC2WQC |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Abercrombie and Fitch Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
88.00 - |
| Maturity: |
12/20/2024 |
| Issue date: |
1/4/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.37 |
| Intrinsic value: |
5.16 |
| Implied volatility: |
1.09 |
| Historic volatility: |
0.49 |
| Parity: |
5.16 |
| Time value: |
1.16 |
| Break-even: |
151.20 |
| Moneyness: |
1.59 |
| Premium: |
0.08 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.08 |
| Spread %: |
1.28% |
| Delta: |
0.85 |
| Theta: |
-0.08 |
| Omega: |
1.88 |
| Rho: |
0.22 |
Quote data
| Open: |
6.220 |
| High: |
6.320 |
| Low: |
5.870 |
| Previous Close: |
6.320 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.79% |
| 1 Month |
|
|
-32.76% |
| 3 Months |
|
|
+40.10% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.140 |
6.250 |
| 1M High / 1M Low: |
9.320 |
6.250 |
| 6M High / 6M Low: |
9.990 |
2.820 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.522 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
7.712 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
5.765 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
83.30% |
| Volatility 6M: |
|
118.68% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
