BNP Paribas Call 92 ANF 20.12.2024
/ DE000PC2WQB2
BNP Paribas Call 92 ANF 20.12.202.../ DE000PC2WQB2 /
| 9/5/2024 8:38:14 AM |
Chg.-0.27 |
Bid10:00:09 PM |
Ask10:00:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.59EUR |
-5.56% |
-
Bid Size: - |
-
Ask Size: - |
Abercrombie and Fitc... |
92.00 - |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
1/4/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.63 |
| Intrinsic value: |
3.40 |
| Implied volatility: |
1.11 |
| Historic volatility: |
0.47 |
| Parity: |
3.40 |
| Time value: |
1.25 |
| Break-even: |
138.50 |
| Moneyness: |
1.37 |
| Premium: |
0.10 |
| Premium p.a.: |
0.38 |
| Spread abs.: |
0.02 |
| Spread %: |
0.43% |
| Delta: |
0.80 |
| Theta: |
-0.10 |
| Omega: |
2.17 |
| Rho: |
0.16 |
Quote data
| Open: |
4.59 |
| High: |
4.59 |
| Low: |
4.59 |
| Previous Close: |
4.86 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.52% |
| 1 Month |
|
|
-1.71% |
| 3 Months |
|
|
-41.97% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.30 |
4.59 |
| 1M High / 1M Low: |
7.38 |
4.11 |
| 6M High / 6M Low: |
9.74 |
2.98 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.98 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.86 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.89 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
184.90% |
| Volatility 6M: |
|
141.79% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
