BNP Paribas Call 28 CAG 20.09.2024
/ DE000PC39HK1
BNP Paribas Call 28 CAG 20.09.202.../ DE000PC39HK1 /
| 6/7/2024 8:19:07 AM |
Chg.-0.020 |
Bid8:13:55 PM |
Ask8:13:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.220EUR |
-8.33% |
0.230
Bid Size: 22,800 |
0.240
Ask Size: 22,800 |
ConAgra Brands Inc |
28.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
PC39HK |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ConAgra Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
28.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
1/31/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.21 |
| Intrinsic value: |
0.14 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.18 |
| Parity: |
0.14 |
| Time value: |
0.09 |
| Break-even: |
28.01 |
| Moneyness: |
1.06 |
| Premium: |
0.03 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.01 |
| Spread %: |
4.55% |
| Delta: |
0.72 |
| Theta: |
-0.01 |
| Omega: |
8.49 |
| Rho: |
0.05 |
Quote data
| Open: |
0.220 |
| High: |
0.220 |
| Low: |
0.220 |
| Previous Close: |
0.240 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.00% |
| 1 Month |
|
|
-26.67% |
| 3 Months |
|
|
+10.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.260 |
0.200 |
| 1M High / 1M Low: |
0.360 |
0.200 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.236 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.294 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
162.34% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
