BNP Paribas Call 26 CAG 17.01.2025
/ DE000PC39HN5
BNP Paribas Call 26 CAG 17.01.202.../ DE000PC39HN5 /
9/25/2024 9:50:33 PM |
Chg.+0.010 |
Bid9:55:43 PM |
Ask9:55:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.600EUR |
+1.69% |
0.590 Bid Size: 29,400 |
0.600 Ask Size: 29,400 |
ConAgra Brands Inc |
26.00 USD |
1/17/2025 |
Call |
Master data
WKN: |
PC39HN |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
ConAgra Brands Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
26.00 USD |
Maturity: |
1/17/2025 |
Issue date: |
1/31/2024 |
Last trading day: |
1/16/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.73 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.59 |
Intrinsic value: |
0.56 |
Implied volatility: |
0.32 |
Historic volatility: |
0.19 |
Parity: |
0.56 |
Time value: |
0.05 |
Break-even: |
29.33 |
Moneyness: |
1.24 |
Premium: |
0.02 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.01 |
Spread %: |
1.67% |
Delta: |
0.92 |
Theta: |
-0.01 |
Omega: |
4.34 |
Rho: |
0.06 |
Quote data
Open: |
0.590 |
High: |
0.600 |
Low: |
0.580 |
Previous Close: |
0.590 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-1.64% |
1 Month |
|
|
+17.65% |
3 Months |
|
|
+81.82% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.610 |
0.590 |
1M High / 1M Low: |
0.670 |
0.510 |
6M High / 6M Low: |
0.670 |
0.290 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.602 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.589 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.471 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
96.47% |
Volatility 6M: |
|
106.39% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |