BNP Paribas Call 320 PPX 20.09.2024
/ DE000PC25PK3
BNP Paribas Call 320 PPX 20.09.20.../ DE000PC25PK3 /
2024-05-30 8:39:24 AM |
Chg.-0.040 |
Bid1:31:25 PM |
Ask1:31:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.250EUR |
-13.79% |
0.240 Bid Size: 100,000 |
0.250 Ask Size: 100,000 |
KERING S.A. INH. ... |
320.00 EUR |
2024-09-20 |
Call |
Master data
WKN: |
PC25PK |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
KERING S.A. INH. EO 4 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
320.00 EUR |
Maturity: |
2024-09-20 |
Issue date: |
2024-01-10 |
Last trading day: |
2024-09-19 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
11.55 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.24 |
Intrinsic value: |
0.04 |
Implied volatility: |
0.34 |
Historic volatility: |
0.28 |
Parity: |
0.04 |
Time value: |
0.25 |
Break-even: |
348.00 |
Moneyness: |
1.01 |
Premium: |
0.08 |
Premium p.a.: |
0.27 |
Spread abs.: |
0.03 |
Spread %: |
12.00% |
Delta: |
0.58 |
Theta: |
-0.12 |
Omega: |
6.75 |
Rho: |
0.50 |
Quote data
Open: |
0.250 |
High: |
0.250 |
Low: |
0.250 |
Previous Close: |
0.290 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-16.67% |
1 Month |
|
|
-24.24% |
3 Months |
|
|
-77.68% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.310 |
0.290 |
1M High / 1M Low: |
0.380 |
0.290 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.298 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.320 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
137.54% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |