BNP Paribas Call 380 ALGN 20.12.2024
/ DE000PC25RC6
BNP Paribas Call 380 ALGN 20.12.2.../ DE000PC25RC6 /
| 2024-06-20 8:42:31 AM |
Chg.0.000 |
Bid4:46:11 PM |
Ask4:46:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.390EUR |
0.00% |
0.350
Bid Size: 18,000 |
0.370
Ask Size: 18,000 |
Align Technology Inc |
380.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
PC25RC |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Align Technology Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
380.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-10 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
53.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.27 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.42 |
| Parity: |
-12.82 |
| Time value: |
0.42 |
| Break-even: |
357.79 |
| Moneyness: |
0.64 |
| Premium: |
0.59 |
| Premium p.a.: |
1.51 |
| Spread abs.: |
0.05 |
| Spread %: |
13.51% |
| Delta: |
0.13 |
| Theta: |
-0.05 |
| Omega: |
6.90 |
| Rho: |
0.12 |
Quote data
| Open: |
0.390 |
| High: |
0.390 |
| Low: |
0.390 |
| Previous Close: |
0.390 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-45.83% |
| 1 Month |
|
|
-50.63% |
| 3 Months |
|
|
-87.46% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.760 |
0.390 |
| 1M High / 1M Low: |
0.790 |
0.390 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.572 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.538 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
252.95% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
