BNP Paribas Call 34 CAG 20.12.2024
/ DE000PC2XXM3
BNP Paribas Call 34 CAG 20.12.202.../ DE000PC2XXM3 /
| 2024-09-25 9:50:35 PM |
Chg.+0.002 |
Bid9:55:43 PM |
Ask9:55:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.065EUR |
+3.17% |
0.064
Bid Size: 26,100 |
0.091
Ask Size: 26,100 |
ConAgra Brands Inc |
34.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
PC2XXM |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ConAgra Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
34.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-04 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
31.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.19 |
| Parity: |
-0.15 |
| Time value: |
0.09 |
| Break-even: |
31.29 |
| Moneyness: |
0.95 |
| Premium: |
0.08 |
| Premium p.a.: |
0.41 |
| Spread abs.: |
0.03 |
| Spread %: |
40.00% |
| Delta: |
0.39 |
| Theta: |
-0.01 |
| Omega: |
12.32 |
| Rho: |
0.02 |
Quote data
| Open: |
0.061 |
| High: |
0.072 |
| Low: |
0.058 |
| Previous Close: |
0.063 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-27.78% |
| 1 Month |
|
|
+62.50% |
| 3 Months |
|
|
+85.71% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.090 |
0.063 |
| 1M High / 1M Low: |
0.110 |
0.044 |
| 6M High / 6M Low: |
0.130 |
0.012 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.073 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.073 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.062 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
315.73% |
| Volatility 6M: |
|
310.75% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
