BNP Paribas Call 110 MS 20.09.2024
/ DE000PC21A87
BNP Paribas Call 110 MS 20.09.202.../ DE000PC21A87 /
| 6/6/2024 7:05:28 PM |
Chg.-0.003 |
Bid7:06:40 PM |
Ask7:06:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.087EUR |
-3.33% |
0.086
Bid Size: 43,000 |
0.096
Ask Size: 43,000 |
Morgan Stanley |
110.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
PC21A8 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Morgan Stanley |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
1/5/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
88.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.22 |
| Parity: |
-1.23 |
| Time value: |
0.10 |
| Break-even: |
102.16 |
| Moneyness: |
0.88 |
| Premium: |
0.15 |
| Premium p.a.: |
0.61 |
| Spread abs.: |
0.01 |
| Spread %: |
11.11% |
| Delta: |
0.18 |
| Theta: |
-0.01 |
| Omega: |
16.02 |
| Rho: |
0.04 |
Quote data
| Open: |
0.087 |
| High: |
0.100 |
| Low: |
0.082 |
| Previous Close: |
0.090 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.91% |
| 1 Month |
|
|
-13.00% |
| 3 Months |
|
|
+42.62% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.110 |
0.090 |
| 1M High / 1M Low: |
0.230 |
0.090 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.102 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.150 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
221.32% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
