BNP Paribas Call 48 BMY 20.09.2024
/ DE000PC392C7
BNP Paribas Call 48 BMY 20.09.202.../ DE000PC392C7 /
2024-06-24 8:18:18 AM |
Chg.+0.009 |
Bid9:10:02 AM |
Ask9:10:02 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.051EUR |
+21.43% |
0.052 Bid Size: 12,500 |
0.091 Ask Size: 12,500 |
Bristol Myers Squibb... |
48.00 USD |
2024-09-20 |
Call |
Master data
WKN: |
PC392C |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Bristol Myers Squibb Co |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
48.00 USD |
Maturity: |
2024-09-20 |
Issue date: |
2024-01-31 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
43.09 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.34 |
Historic volatility: |
0.20 |
Parity: |
-0.57 |
Time value: |
0.09 |
Break-even: |
45.80 |
Moneyness: |
0.87 |
Premium: |
0.17 |
Premium p.a.: |
0.88 |
Spread abs.: |
0.04 |
Spread %: |
78.43% |
Delta: |
0.25 |
Theta: |
-0.01 |
Omega: |
10.83 |
Rho: |
0.02 |
Quote data
Open: |
0.051 |
High: |
0.051 |
Low: |
0.051 |
Previous Close: |
0.042 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+10.87% |
1 Month |
|
|
-1.92% |
3 Months |
|
|
-90.19% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.046 |
0.034 |
1M High / 1M Low: |
0.082 |
0.029 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.040 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.049 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
442.58% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |