BNP Paribas Call 280 CDNS 20.09.2024
/ DE000PC4AFW3
BNP Paribas Call 280 CDNS 20.09.2.../ DE000PC4AFW3 /
07/06/2024 21:50:30 |
Chg.-0.100 |
Bid21:59:31 |
Ask21:59:31 |
Underlying |
Strike price |
Expiration date |
Option type |
2.790EUR |
-3.46% |
2.810 Bid Size: 1,568 |
2.820 Ask Size: 1,568 |
Cadence Design Syste... |
280.00 USD |
20/09/2024 |
Call |
Master data
WKN: |
PC4AFW |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Cadence Design Systems Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
280.00 USD |
Maturity: |
20/09/2024 |
Issue date: |
31/01/2024 |
Last trading day: |
19/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
9.67 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.25 |
Intrinsic value: |
1.33 |
Implied volatility: |
0.34 |
Historic volatility: |
0.23 |
Parity: |
1.33 |
Time value: |
1.49 |
Break-even: |
287.42 |
Moneyness: |
1.05 |
Premium: |
0.05 |
Premium p.a.: |
0.20 |
Spread abs.: |
0.01 |
Spread %: |
0.36% |
Delta: |
0.66 |
Theta: |
-0.10 |
Omega: |
6.43 |
Rho: |
0.44 |
Quote data
Open: |
2.890 |
High: |
3.090 |
Low: |
2.790 |
Previous Close: |
2.890 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+23.45% |
1 Month |
|
|
+10.28% |
3 Months |
|
|
-42.71% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.890 |
2.280 |
1M High / 1M Low: |
3.010 |
2.260 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.636 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.682 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
147.66% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |