BNP Paribas Call 90 CPA 20.09.2024
/ DE000PC390Y5
BNP Paribas Call 90 CPA 20.09.202.../ DE000PC390Y5 /
| 8/2/2024 9:50:27 PM |
Chg.+0.150 |
Bid9:59:46 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.240EUR |
+13.76% |
-
Bid Size: - |
-
Ask Size: - |
COLGATE-PALMOLIVE ... |
90.00 - |
9/20/2024 |
Call |
Master data
| WKN: |
PC390Y |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
COLGATE-PALMOLIVE DL 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 - |
| Maturity: |
9/20/2024 |
| Issue date: |
1/31/2024 |
| Last trading day: |
8/5/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.66 |
| Intrinsic value: |
0.64 |
| Implied volatility: |
1.01 |
| Historic volatility: |
0.13 |
| Parity: |
0.64 |
| Time value: |
0.60 |
| Break-even: |
102.40 |
| Moneyness: |
1.07 |
| Premium: |
0.06 |
| Premium p.a.: |
2.01 |
| Spread abs.: |
-0.03 |
| Spread %: |
-2.36% |
| Delta: |
0.66 |
| Theta: |
-0.21 |
| Omega: |
5.15 |
| Rho: |
0.03 |
Quote data
| Open: |
1.070 |
| High: |
1.310 |
| Low: |
1.060 |
| Previous Close: |
1.090 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+29.17% |
| 3 Months |
|
|
+143.14% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.240 |
0.960 |
| 6M High / 6M Low: |
1.240 |
0.270 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.097 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.600 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
2.46% |
| Volatility 6M: |
|
148.11% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
