BNP Paribas Call 90 CL 20.09.2024
/ DE000PC390Y5
BNP Paribas Call 90 CL 20.09.2024/ DE000PC390Y5 /
| 2024-07-05 5:05:16 PM |
Chg.+0.030 |
Bid5:16:03 PM |
Ask5:16:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.740EUR |
+4.23% |
0.750
Bid Size: 32,000 |
0.760
Ask Size: 32,000 |
Colgate Palmolive Co |
90.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
PC390Y |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Colgate Palmolive Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-31 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.64 |
| Intrinsic value: |
0.54 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.13 |
| Parity: |
0.54 |
| Time value: |
0.19 |
| Break-even: |
90.55 |
| Moneyness: |
1.07 |
| Premium: |
0.02 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.03 |
| Spread %: |
4.29% |
| Delta: |
0.78 |
| Theta: |
-0.02 |
| Omega: |
9.42 |
| Rho: |
0.13 |
Quote data
| Open: |
0.690 |
| High: |
0.740 |
| Low: |
0.680 |
| Previous Close: |
0.710 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.50% |
| 1 Month |
|
|
+27.59% |
| 3 Months |
|
|
+105.56% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.800 |
0.700 |
| 1M High / 1M Low: |
0.950 |
0.540 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.726 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.732 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
135.61% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
