BNP Paribas Call 250 FDX 20.09.2024
/ DE000PC1LH30
BNP Paribas Call 250 FDX 20.09.20.../ DE000PC1LH30 /
| 6/6/2024 9:14:08 AM |
Chg.- |
Bid9:05:21 AM |
Ask9:05:21 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.34EUR |
- |
1.52
Bid Size: 1,974 |
1.55
Ask Size: 1,936 |
FedEx Corp |
250.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
PC1LH3 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
FedEx Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
250.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
12/11/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.23 |
| Intrinsic value: |
0.02 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.22 |
| Parity: |
0.02 |
| Time value: |
1.52 |
| Break-even: |
244.93 |
| Moneyness: |
1.00 |
| Premium: |
0.07 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.02 |
| Spread %: |
1.32% |
| Delta: |
0.56 |
| Theta: |
-0.08 |
| Omega: |
8.37 |
| Rho: |
0.33 |
Quote data
| Open: |
1.34 |
| High: |
1.34 |
| Low: |
1.34 |
| Previous Close: |
1.32 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.67% |
| 1 Month |
|
|
-41.23% |
| 3 Months |
|
|
-30.21% |
| YTD |
|
|
-48.46% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.75 |
1.32 |
| 1M High / 1M Low: |
2.66 |
1.26 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
3/28/2024 |
4.46 |
| Low (YTD): |
5/30/2024 |
1.26 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.46 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.82 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
158.21% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
