BNP Paribas Call 0.84 EUR/GBP 20.09.2024
/ DE000PN6VZ79
BNP Paribas Call 0.84 EUR/GBP 20..../ DE000PN6VZ79 /
| 6/13/2024 9:20:49 PM |
Chg.-0.120 |
Bid9:59:26 PM |
Ask9:59:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.640EUR |
-6.82% |
1.650
Bid Size: 5,000 |
1.660
Ask Size: 5,000 |
- |
0.84 GBP |
9/20/2024 |
Call |
Master data
| WKN: |
PN6VZ7 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
0.84 GBP |
| Maturity: |
9/20/2024 |
| Issue date: |
8/7/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
1:100 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
56.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.84 |
| Intrinsic value: |
0.54 |
| Implied volatility: |
0.04 |
| Historic volatility: |
0.04 |
| Parity: |
0.54 |
| Time value: |
1.23 |
| Break-even: |
1.01 |
| Moneyness: |
1.01 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.01 |
| Spread %: |
0.57% |
| Delta: |
0.78 |
| Theta: |
0.00 |
| Omega: |
43.99 |
| Rho: |
0.00 |
Quote data
| Open: |
1.820 |
| High: |
1.840 |
| Low: |
1.640 |
| Previous Close: |
1.760 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.59% |
| 1 Month |
|
|
-45.15% |
| 3 Months |
|
|
-43.84% |
| YTD |
|
|
-66.87% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.990 |
1.640 |
| 1M High / 1M Low: |
2.990 |
1.640 |
| 6M High / 6M Low: |
4.950 |
1.640 |
| High (YTD): |
1/2/2024 |
4.720 |
| Low (YTD): |
6/13/2024 |
1.640 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.766 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.241 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.185 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
64.77% |
| Volatility 6M: |
|
65.45% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
