BNP Paribas Call 1350 1N8 20.09.2024
/ DE000PC1FJ36
BNP Paribas Call 1350 1N8 20.09.2.../ DE000PC1FJ36 /
| 2024-06-10 10:18:13 AM |
Chg.- |
Bid9:14:04 AM |
Ask9:14:04 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.710EUR |
- |
0.670
Bid Size: 43,200 |
0.680
Ask Size: 43,200 |
ADYEN N.V. E... |
1,350.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
PC1FJ3 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ADYEN N.V. EO-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
1,350.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-08 |
| Last trading day: |
2024-09-19 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
16.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.37 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.69 |
| Parity: |
-1.18 |
| Time value: |
0.77 |
| Break-even: |
1,427.00 |
| Moneyness: |
0.91 |
| Premium: |
0.16 |
| Premium p.a.: |
0.69 |
| Spread abs.: |
0.07 |
| Spread %: |
10.00% |
| Delta: |
0.41 |
| Theta: |
-0.61 |
| Omega: |
6.60 |
| Rho: |
1.21 |
Quote data
| Open: |
0.710 |
| High: |
0.710 |
| Low: |
0.710 |
| Previous Close: |
0.730 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.34% |
| 1 Month |
|
|
-15.48% |
| 3 Months |
|
|
-72.59% |
| YTD |
|
|
-32.38% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.750 |
0.590 |
| 1M High / 1M Low: |
1.040 |
0.540 |
| 6M High / 6M Low: |
3.230 |
0.440 |
| High (YTD): |
2024-03-28 |
3.230 |
| Low (YTD): |
2024-05-02 |
0.440 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.678 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.731 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.574 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
160.43% |
| Volatility 6M: |
|
221.99% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
