BNP Paribas Call 240 AP3 20.09.2024
/ DE000PC5DP51
BNP Paribas Call 240 AP3 20.09.20.../ DE000PC5DP51 /
| 6/11/2024 6:35:31 PM |
Chg.-0.060 |
Bid6/11/2024 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.300EUR |
-1.38% |
4.300
Bid Size: 6,400 |
-
Ask Size: - |
AIR PROD. CHEM. ... |
240.00 - |
9/20/2024 |
Call |
Master data
| WKN: |
PC5DP5 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
AIR PROD. CHEM. DL 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
240.00 - |
| Maturity: |
9/20/2024 |
| Issue date: |
2/21/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.91 |
| Intrinsic value: |
2.23 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.25 |
| Parity: |
2.23 |
| Time value: |
2.16 |
| Break-even: |
283.90 |
| Moneyness: |
1.09 |
| Premium: |
0.08 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.03 |
| Spread %: |
0.69% |
| Delta: |
0.68 |
| Theta: |
-0.15 |
| Omega: |
4.09 |
| Rho: |
0.37 |
Quote data
| Open: |
4.330 |
| High: |
4.400 |
| Low: |
4.230 |
| Previous Close: |
4.360 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+29.52% |
| 1 Month |
|
|
+104.76% |
| 3 Months |
|
|
+87.77% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.360 |
3.260 |
| 1M High / 1M Low: |
4.360 |
1.980 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.678 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.952 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
152.47% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
