BNP Paribas Call 100 CFR 20.12.2024
/ DE000PN8TJ89
BNP Paribas Call 100 CFR 20.12.20.../ DE000PN8TJ89 /
| 28/05/2024 14:21:22 |
Chg.+0.030 |
Bid14:45:25 |
Ask14:45:25 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.610EUR |
+0.66% |
4.590
Bid Size: 21,000 |
4.610
Ask Size: 21,000 |
RICHEMONT N |
100.00 CHF |
20/12/2024 |
Call |
Master data
| WKN: |
PN8TJ8 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
RICHEMONT N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 CHF |
| Maturity: |
20/12/2024 |
| Issue date: |
26/09/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.62 |
| Intrinsic value: |
4.35 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.31 |
| Parity: |
4.35 |
| Time value: |
0.25 |
| Break-even: |
146.80 |
| Moneyness: |
1.43 |
| Premium: |
0.02 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.02 |
| Spread %: |
0.44% |
| Delta: |
0.97 |
| Theta: |
-0.01 |
| Omega: |
3.05 |
| Rho: |
0.53 |
Quote data
| Open: |
4.590 |
| High: |
4.650 |
| Low: |
4.590 |
| Previous Close: |
4.580 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.54% |
| 1 Month |
|
|
+37.20% |
| 3 Months |
|
|
+7.71% |
| YTD |
|
|
+89.71% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.580 |
4.240 |
| 1M High / 1M Low: |
4.700 |
3.120 |
| 6M High / 6M Low: |
5.290 |
1.460 |
| High (YTD): |
14/03/2024 |
5.290 |
| Low (YTD): |
17/01/2024 |
1.460 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.436 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.894 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.434 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
84.13% |
| Volatility 6M: |
|
123.68% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
