BNP Paribas Call 130 FI 20.09.2024
/ DE000PC38UZ4
BNP Paribas Call 130 FI 20.09.202.../ DE000PC38UZ4 /
| 2024-06-25 7:50:26 PM |
Chg.-0.160 |
Bid7:56:48 PM |
Ask7:56:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.030EUR |
-7.31% |
2.020
Bid Size: 18,000 |
2.030
Ask Size: 18,000 |
Fiserv |
130.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
PC38UZ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Fiserv |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-31 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.00 |
| Intrinsic value: |
1.89 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.15 |
| Parity: |
1.89 |
| Time value: |
0.26 |
| Break-even: |
142.63 |
| Moneyness: |
1.16 |
| Premium: |
0.02 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
0.47% |
| Delta: |
0.86 |
| Theta: |
-0.04 |
| Omega: |
5.62 |
| Rho: |
0.24 |
Quote data
| Open: |
2.160 |
| High: |
2.240 |
| Low: |
2.030 |
| Previous Close: |
2.190 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.87% |
| 1 Month |
|
|
-8.14% |
| 3 Months |
|
|
-31.19% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.190 |
2.090 |
| 1M High / 1M Low: |
2.260 |
1.940 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.122 |
| Avg. volume 1W: |
|
396 |
| Avg. price 1M: |
|
2.080 |
| Avg. volume 1M: |
|
94.286 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
64.23% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
