BNP Paribas Call 220 ALGN 20.09.2024
/ DE000PC39WY1
BNP Paribas Call 220 ALGN 20.09.2.../ DE000PC39WY1 /
| 2024-06-17 10:42:23 AM |
Chg.-1.22 |
Bid4:55:38 PM |
Ask4:55:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.50EUR |
-21.33% |
3.73
Bid Size: 2,000 |
3.75
Ask Size: 2,000 |
Align Technology Inc |
220.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
PC39WY |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Align Technology Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-31 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.18 |
| Intrinsic value: |
3.36 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.42 |
| Parity: |
3.36 |
| Time value: |
1.17 |
| Break-even: |
250.86 |
| Moneyness: |
1.16 |
| Premium: |
0.05 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.02 |
| Spread %: |
0.44% |
| Delta: |
0.77 |
| Theta: |
-0.12 |
| Omega: |
4.07 |
| Rho: |
0.36 |
Quote data
| Open: |
4.50 |
| High: |
4.50 |
| Low: |
4.50 |
| Previous Close: |
5.72 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.35% |
| 1 Month |
|
|
-24.37% |
| 3 Months |
|
|
-56.18% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.72 |
4.31 |
| 1M High / 1M Low: |
5.95 |
3.95 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.72 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.72 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
154.38% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
