BNP Paribas Call 95 ANF 20.12.2024
/ DE000PC2WQA4
BNP Paribas Call 95 ANF 20.12.202.../ DE000PC2WQA4 /
| 11/11/2024 9:50:26 PM |
Chg.-0.240 |
Bid9:59:10 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.420EUR |
-5.15% |
4.440
Bid Size: 3,000 |
-
Ask Size: - |
Abercrombie and Fitc... |
95.00 - |
12/20/2024 |
Call |
Master data
| WKN: |
PC2WQA |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Abercrombie and Fitch Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 - |
| Maturity: |
12/20/2024 |
| Issue date: |
1/4/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.98 |
| Intrinsic value: |
3.94 |
| Implied volatility: |
1.27 |
| Historic volatility: |
0.51 |
| Parity: |
3.94 |
| Time value: |
0.54 |
| Break-even: |
139.80 |
| Moneyness: |
1.41 |
| Premium: |
0.04 |
| Premium p.a.: |
0.45 |
| Spread abs.: |
-0.24 |
| Spread %: |
-5.08% |
| Delta: |
0.85 |
| Theta: |
-0.17 |
| Omega: |
2.56 |
| Rho: |
0.07 |
Quote data
| Open: |
4.780 |
| High: |
5.040 |
| Low: |
4.420 |
| Previous Close: |
4.660 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.25% |
| 1 Month |
|
|
-14.84% |
| 3 Months |
|
|
-17.23% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.660 |
3.960 |
| 1M High / 1M Low: |
6.450 |
3.610 |
| 6M High / 6M Low: |
9.410 |
3.560 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.264 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.903 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
5.883 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
120.72% |
| Volatility 6M: |
|
146.48% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
