BNP Paribas Call 92 ANF 20.12.2024
/ DE000PC2WQB2
BNP Paribas Call 92 ANF 20.12.202.../ DE000PC2WQB2 /
| 30/07/2024 08:33:35 |
Chg.-0.05 |
Bid20:14:23 |
Ask20:14:23 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.91EUR |
-0.84% |
5.52
Bid Size: 6,000 |
5.54
Ask Size: 6,000 |
Abercrombie and Fitc... |
92.00 - |
20/12/2024 |
Call |
Master data
| WKN: |
PC2WQB |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Abercrombie and Fitch Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
92.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
04/01/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.01 |
| Intrinsic value: |
4.76 |
| Implied volatility: |
1.02 |
| Historic volatility: |
0.49 |
| Parity: |
4.76 |
| Time value: |
1.18 |
| Break-even: |
151.40 |
| Moneyness: |
1.52 |
| Premium: |
0.08 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.02 |
| Spread %: |
0.34% |
| Delta: |
0.84 |
| Theta: |
-0.08 |
| Omega: |
1.97 |
| Rho: |
0.23 |
Quote data
| Open: |
5.91 |
| High: |
5.91 |
| Low: |
5.91 |
| Previous Close: |
5.96 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.36% |
| 1 Month |
|
|
-25.75% |
| 3 Months |
|
|
+42.75% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.74 |
5.96 |
| 1M High / 1M Low: |
9.03 |
5.96 |
| 6M High / 6M Low: |
9.74 |
2.68 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.29 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
7.48 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.48 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
83.37% |
| Volatility 6M: |
|
125.45% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
