BNP Paribas Call 210 SND 20.09.2024
/ DE000PC21US5
BNP Paribas Call 210 SND 20.09.20.../ DE000PC21US5 /
| 2024-06-04 8:46:52 AM |
Chg.-0.32 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.39EUR |
-11.81% |
-
Bid Size: - |
-
Ask Size: - |
SCHNEIDER ELEC. INH.... |
210.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
PC21US |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SCHNEIDER ELEC. INH. EO 4 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
210.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-05 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.20 |
| Intrinsic value: |
1.66 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.21 |
| Parity: |
1.66 |
| Time value: |
0.92 |
| Break-even: |
235.70 |
| Moneyness: |
1.08 |
| Premium: |
0.04 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.12 |
| Spread %: |
4.90% |
| Delta: |
0.73 |
| Theta: |
-0.07 |
| Omega: |
6.42 |
| Rho: |
0.41 |
Quote data
| Open: |
2.39 |
| High: |
2.39 |
| Low: |
2.39 |
| Previous Close: |
2.71 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-26.91% |
| 1 Month |
|
|
+46.63% |
| 3 Months |
|
|
+56.21% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.27 |
2.47 |
| 1M High / 1M Low: |
3.27 |
1.68 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.79 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.68 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
138.90% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
