BNP Paribas Call 0.85 EUR/GBP 20.09.2024
/ DE000PN6VZ61
BNP Paribas Call 0.85 EUR/GBP 20..../ DE000PN6VZ61 /
| 2024-06-13 9:05:02 PM |
Chg.- |
Bid9:01:19 AM |
Ask9:01:19 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.04EUR |
- |
1.15
Bid Size: 10,000 |
1.16
Ask Size: 10,000 |
- |
0.85 GBP |
2024-09-20 |
Call |
Master data
| WKN: |
PN6VZ6 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
0.85 GBP |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-08-07 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:100 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
92.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.87 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.05 |
| Historic volatility: |
0.04 |
| Parity: |
-1.03 |
| Time value: |
1.08 |
| Break-even: |
1.02 |
| Moneyness: |
0.99 |
| Premium: |
0.02 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
0.93% |
| Delta: |
0.50 |
| Theta: |
0.00 |
| Omega: |
46.16 |
| Rho: |
0.00 |
Quote data
| Open: |
1.17 |
| High: |
1.18 |
| Low: |
1.04 |
| Previous Close: |
1.11 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.46% |
| 1 Month |
|
|
-50.94% |
| 3 Months |
|
|
-52.29% |
| YTD |
|
|
-74.70% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.26 |
1.04 |
| 1M High / 1M Low: |
2.12 |
1.04 |
| 6M High / 6M Low: |
4.11 |
1.04 |
| High (YTD): |
2024-01-02 |
3.92 |
| Low (YTD): |
2024-06-13 |
1.04 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.11 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.49 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.41 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
78.06% |
| Volatility 6M: |
|
76.52% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
