BNP Paribas Call 180 UHR 20.12.2024
/ DE000PC387J2
BNP Paribas Call 180 UHR 20.12.20.../ DE000PC387J2 /
| 2024-06-17 10:13:34 AM |
Chg.-0.19 |
Bid2:33:02 PM |
Ask2:33:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.84EUR |
-9.36% |
1.78
Bid Size: 9,000 |
1.80
Ask Size: 9,000 |
SWATCH GROUP I |
180.00 CHF |
2024-12-20 |
Call |
Master data
| WKN: |
PC387J |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SWATCH GROUP I |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
180.00 CHF |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-31 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.85 |
| Intrinsic value: |
0.47 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.26 |
| Parity: |
0.47 |
| Time value: |
1.46 |
| Break-even: |
208.19 |
| Moneyness: |
1.02 |
| Premium: |
0.08 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.02 |
| Spread %: |
1.05% |
| Delta: |
0.62 |
| Theta: |
-0.05 |
| Omega: |
6.25 |
| Rho: |
0.52 |
Quote data
| Open: |
1.84 |
| High: |
1.84 |
| Low: |
1.84 |
| Previous Close: |
2.03 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.07% |
| 1 Month |
|
|
-40.26% |
| 3 Months |
|
|
-48.75% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.19 |
1.98 |
| 1M High / 1M Low: |
3.08 |
1.98 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.06 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.32 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
103.94% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
