BNP Paribas Call 420 MHL 20.09.2024
/ DE000PC39HR6
BNP Paribas Call 420 MHL 20.09.20.../ DE000PC39HR6 /
| 2024-06-11 9:50:40 PM |
Chg.-0.020 |
Bid9:59:59 PM |
Ask9:59:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.520EUR |
-0.79% |
2.560
Bid Size: 1,172 |
2.590
Ask Size: 1,159 |
S+P GLOBAL INC. ... |
420.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
PC39HR |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
S+P GLOBAL INC. DL 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
420.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-31 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.82 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.18 |
| Parity: |
-2.05 |
| Time value: |
2.65 |
| Break-even: |
446.50 |
| Moneyness: |
0.95 |
| Premium: |
0.12 |
| Premium p.a.: |
0.49 |
| Spread abs.: |
0.03 |
| Spread %: |
1.15% |
| Delta: |
0.47 |
| Theta: |
-0.18 |
| Omega: |
7.02 |
| Rho: |
0.44 |
Quote data
| Open: |
2.590 |
| High: |
2.600 |
| Low: |
2.490 |
| Previous Close: |
2.540 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.28% |
| 1 Month |
|
|
-15.44% |
| 3 Months |
|
|
-29.81% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.010 |
2.520 |
| 1M High / 1M Low: |
3.600 |
2.240 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.718 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.908 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
153.12% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
