BNP Paribas Call 28 CAG 21.06.2024
/ DE000PC2XXK7
BNP Paribas Call 28 CAG 21.06.202.../ DE000PC2XXK7 /
| 07/06/2024 21:50:41 |
Chg.+0.010 |
Bid07/06/2024 |
Ask07/06/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.170EUR |
+6.25% |
0.170
Bid Size: 10,900 |
0.180
Ask Size: 10,900 |
ConAgra Brands Inc |
28.00 USD |
21/06/2024 |
Call |
Master data
| WKN: |
PC2XXK |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ConAgra Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
28.00 USD |
| Maturity: |
21/06/2024 |
| Issue date: |
04/01/2024 |
| Last trading day: |
20/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.15 |
| Intrinsic value: |
0.14 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.18 |
| Parity: |
0.14 |
| Time value: |
0.03 |
| Break-even: |
27.41 |
| Moneyness: |
1.06 |
| Premium: |
0.01 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.01 |
| Spread %: |
6.25% |
| Delta: |
0.79 |
| Theta: |
-0.02 |
| Omega: |
12.53 |
| Rho: |
0.01 |
Quote data
| Open: |
0.160 |
| High: |
0.170 |
| Low: |
0.150 |
| Previous Close: |
0.160 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.56% |
| 1 Month |
|
|
-39.29% |
| 3 Months |
|
|
+30.77% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.200 |
0.160 |
| 1M High / 1M Low: |
0.310 |
0.130 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.180 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.234 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
221.33% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
