BNP Paribas Call 1320 1N8 20.09.2024
/ DE000PC1FJ28
BNP Paribas Call 1320 1N8 20.09.2.../ DE000PC1FJ28 /
| 6/11/2024 8:20:54 AM |
Chg.-0.010 |
Bid9:12:18 AM |
Ask9:12:18 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.750EUR |
-1.32% |
0.790
Bid Size: 38,300 |
0.800
Ask Size: 38,300 |
ADYEN N.V. E... |
1,320.00 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
PC1FJ2 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ADYEN N.V. EO-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
1,320.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
12/8/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
14.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.48 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.69 |
| Parity: |
-0.88 |
| Time value: |
0.87 |
| Break-even: |
1,407.00 |
| Moneyness: |
0.93 |
| Premium: |
0.14 |
| Premium p.a.: |
0.61 |
| Spread abs.: |
0.07 |
| Spread %: |
8.75% |
| Delta: |
0.45 |
| Theta: |
-0.62 |
| Omega: |
6.37 |
| Rho: |
1.30 |
Quote data
| Open: |
0.750 |
| High: |
0.750 |
| Low: |
0.750 |
| Previous Close: |
0.760 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.19% |
| 1 Month |
|
|
-25.00% |
| 3 Months |
|
|
-73.21% |
| YTD |
|
|
-36.44% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.880 |
0.640 |
| 1M High / 1M Low: |
1.130 |
0.620 |
| 6M High / 6M Low: |
3.430 |
0.600 |
| High (YTD): |
3/27/2024 |
3.430 |
| Low (YTD): |
5/2/2024 |
0.600 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.780 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.827 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.715 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
206.34% |
| Volatility 6M: |
|
231.00% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
