BNP Paribas Call 10.5 CCL 21.06.2024
/ DE000PE13G22
BNP Paribas Call 10.5 CCL 21.06.2.../ DE000PE13G22 /
| 10/05/2024 21:20:20 |
Chg.-0.170 |
Bid21:58:57 |
Ask21:58:57 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.740EUR |
-4.35% |
-
Bid Size: - |
-
Ask Size: - |
Carnival Corp |
10.50 - |
21/06/2024 |
Call |
Master data
| WKN: |
PE13G2 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Carnival Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
10.50 - |
| Maturity: |
21/06/2024 |
| Issue date: |
09/09/2022 |
| Last trading day: |
13/05/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.26 |
| Intrinsic value: |
3.24 |
| Implied volatility: |
1.57 |
| Historic volatility: |
0.48 |
| Parity: |
3.24 |
| Time value: |
0.54 |
| Break-even: |
14.28 |
| Moneyness: |
1.31 |
| Premium: |
0.04 |
| Premium p.a.: |
1.19 |
| Spread abs.: |
0.01 |
| Spread %: |
0.27% |
| Delta: |
0.83 |
| Theta: |
-0.03 |
| Omega: |
3.01 |
| Rho: |
0.00 |
Quote data
| Open: |
3.940 |
| High: |
3.950 |
| Low: |
3.690 |
| Previous Close: |
3.910 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-3.11% |
| 3 Months |
|
|
-29.57% |
| YTD |
|
|
-51.43% |
| 1 Year |
|
|
-0.80% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
3.930 |
3.560 |
| 6M High / 6M Low: |
8.290 |
3.500 |
| High (YTD): |
10/01/2024 |
7.020 |
| Low (YTD): |
15/04/2024 |
3.500 |
| 52W High: |
05/07/2023 |
9.250 |
| 52W Low: |
27/10/2023 |
2.410 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
3.762 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
5.571 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
5.549 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
112.34% |
| Volatility 6M: |
|
95.06% |
| Volatility 1Y: |
|
109.24% |
| Volatility 3Y: |
|
- |
