BNP Paribas Call 135 JNJ 20.12.2024
/ DE000PC8HL82
BNP Paribas Call 135 JNJ 20.12.20.../ DE000PC8HL82 /
| 11/06/2024 08:40:44 |
Chg.+0.01 |
Bid14:52:30 |
Ask14:52:30 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.57EUR |
+0.64% |
1.58
Bid Size: 17,000 |
1.60
Ask Size: 17,000 |
Johnson and Johnson |
135.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
PC8HL8 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Johnson and Johnson |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
135.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
17/04/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.49 |
| Intrinsic value: |
1.13 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.15 |
| Parity: |
1.13 |
| Time value: |
0.47 |
| Break-even: |
141.43 |
| Moneyness: |
1.09 |
| Premium: |
0.03 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
0.63% |
| Delta: |
0.80 |
| Theta: |
-0.02 |
| Omega: |
6.80 |
| Rho: |
0.49 |
Quote data
| Open: |
1.57 |
| High: |
1.57 |
| Low: |
1.57 |
| Previous Close: |
1.56 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.68% |
| 1 Month |
|
|
-12.29% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.65 |
1.48 |
| 1M High / 1M Low: |
2.13 |
1.36 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.57 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.73 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
123.28% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
