BNP Paribas Call 220 AP3 20.09.2024
/ DE000PC5DP44
BNP Paribas Call 220 AP3 20.09.20.../ DE000PC5DP44 /
| 2024-06-11 6:35:32 PM |
Chg.-0.060 |
Bid6:39:55 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.010EUR |
-0.99% |
6.060
Bid Size: 6,200 |
-
Ask Size: - |
AIR PROD. CHEM. ... |
220.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
PC5DP4 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
AIR PROD. CHEM. DL 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-21 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.57 |
| Intrinsic value: |
4.23 |
| Implied volatility: |
0.60 |
| Historic volatility: |
0.25 |
| Parity: |
4.23 |
| Time value: |
1.49 |
| Break-even: |
277.20 |
| Moneyness: |
1.19 |
| Premium: |
0.06 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
-0.34 |
| Spread %: |
-5.61% |
| Delta: |
0.77 |
| Theta: |
-0.14 |
| Omega: |
3.55 |
| Rho: |
0.40 |
Quote data
| Open: |
6.040 |
| High: |
6.110 |
| Low: |
5.930 |
| Previous Close: |
6.070 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.91% |
| 1 Month |
|
|
+72.21% |
| 3 Months |
|
|
+71.71% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.070 |
4.850 |
| 1M High / 1M Low: |
6.070 |
3.330 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.318 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.495 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
111.90% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
