BNP Paribas Call 0.88 EUR/GBP 20.09.2024
/ DE000PN6VZ46
BNP Paribas Call 0.88 EUR/GBP 20..../ DE000PN6VZ46 /
| 2024-06-14 11:21:32 AM |
Chg.+0.020 |
Bid12:00:40 PM |
Ask12:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.230EUR |
+9.52% |
0.260
Bid Size: 20,000 |
0.270
Ask Size: 20,000 |
- |
0.88 GBP |
2024-09-20 |
Call |
Master data
| WKN: |
PN6VZ4 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
0.88 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: |
434.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.06 |
| Historic volatility: |
0.04 |
| Parity: |
-4.60 |
| Time value: |
0.23 |
| Break-even: |
1.05 |
| Moneyness: |
0.96 |
| Premium: |
0.05 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.01 |
| Spread %: |
4.55% |
| Delta: |
0.14 |
| Theta: |
0.00 |
| Omega: |
61.46 |
| Rho: |
0.00 |
Quote data
| Open: |
0.240 |
| High: |
0.240 |
| Low: |
0.230 |
| Previous Close: |
0.210 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.55% |
| 1 Month |
|
|
-60.34% |
| 3 Months |
|
|
-69.74% |
| YTD |
|
|
-89.45% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.220 |
0.190 |
| 1M High / 1M Low: |
0.580 |
0.190 |
| 6M High / 6M Low: |
2.180 |
0.190 |
| High (YTD): |
2024-01-02 |
2.040 |
| Low (YTD): |
2024-06-10 |
0.190 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.208 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.330 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.942 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
107.20% |
| Volatility 6M: |
|
106.23% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
