BNP Paribas Call 200 VEEV 20.09.2024
/ DE000PC39YJ8
BNP Paribas Call 200 VEEV 20.09.2.../ DE000PC39YJ8 /
| 17/05/2024 08:19:27 |
Chg.-0.12 |
Bid13:03:02 |
Ask13:03:02 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.23EUR |
-5.11% |
2.29
Bid Size: 2,300 |
2.33
Ask Size: 2,300 |
Veeva Systems Inc |
200.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
PC39YJ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Veeva Systems Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
31/01/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.03 |
| Intrinsic value: |
0.89 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.32 |
| Parity: |
0.89 |
| Time value: |
1.38 |
| Break-even: |
206.73 |
| Moneyness: |
1.05 |
| Premium: |
0.07 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.03 |
| Spread %: |
1.34% |
| Delta: |
0.65 |
| Theta: |
-0.07 |
| Omega: |
5.52 |
| Rho: |
0.35 |
Quote data
| Open: |
2.23 |
| High: |
2.23 |
| Low: |
2.23 |
| Previous Close: |
2.35 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.40% |
| 1 Month |
|
|
+10.40% |
| 3 Months |
|
|
-44.94% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.35 |
1.93 |
| 1M High / 1M Low: |
2.35 |
1.80 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.04 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.97 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
107.57% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
