BNP Paribas Call 8800 PX1 20.09.2024
/ DE000PC5XSE3
BNP Paribas Call 8800 PX1 20.09.2.../ DE000PC5XSE3 /
2024-06-10 1:20:51 PM |
Chg.-0.040 |
Bid1:41:27 PM |
Ask1:41:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.110EUR |
-26.67% |
0.100 Bid Size: 11,000 |
0.120 Ask Size: 11,000 |
CAC 40 |
8,800.00 - |
2024-09-20 |
Call |
Master data
WKN: |
PC5XSE |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
CAC 40 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
8,800.00 - |
Maturity: |
2024-09-20 |
Issue date: |
2024-02-29 |
Last trading day: |
2024-09-19 |
Ratio: |
100:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
444.54 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.18 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.11 |
Historic volatility: |
0.11 |
Parity: |
-7.98 |
Time value: |
0.18 |
Break-even: |
8,818.00 |
Moneyness: |
0.91 |
Premium: |
0.10 |
Premium p.a.: |
0.42 |
Spread abs.: |
0.04 |
Spread %: |
28.57% |
Delta: |
0.08 |
Theta: |
-0.43 |
Omega: |
37.24 |
Rho: |
1.83 |
Quote data
Open: |
0.100 |
High: |
0.110 |
Low: |
0.090 |
Previous Close: |
0.150 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-31.25% |
1 Month |
|
|
-79.25% |
3 Months |
|
|
-78.85% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.190 |
0.140 |
1M High / 1M Low: |
0.580 |
0.140 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.166 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.297 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
277.62% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |