BNP Paribas Call 100 KRN 21.06.2024
/ DE000PN8UMN4
BNP Paribas Call 100 KRN 21.06.20.../ DE000PN8UMN4 /
| 2024-05-24 9:20:18 PM |
Chg.+0.260 |
Bid9:52:43 PM |
Ask9:52:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.810EUR |
+10.20% |
-
Bid Size: - |
-
Ask Size: - |
KRONES AG O.N. |
100.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
PN8UMN |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
KRONES AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-26 |
| Last trading day: |
2024-05-27 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.35 |
| Intrinsic value: |
2.34 |
| Implied volatility: |
1.74 |
| Historic volatility: |
0.23 |
| Parity: |
2.34 |
| Time value: |
0.58 |
| Break-even: |
129.20 |
| Moneyness: |
1.23 |
| Premium: |
0.05 |
| Premium p.a.: |
2.63 |
| Spread abs.: |
0.09 |
| Spread %: |
3.18% |
| Delta: |
0.79 |
| Theta: |
-0.45 |
| Omega: |
3.34 |
| Rho: |
0.02 |
Quote data
| Open: |
2.520 |
| High: |
2.830 |
| Low: |
2.520 |
| Previous Close: |
2.550 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-9.65% |
| 3 Months |
|
|
+60.57% |
| YTD |
|
|
+73.46% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
3.140 |
2.550 |
| 6M High / 6M Low: |
3.190 |
1.030 |
| High (YTD): |
2024-05-08 |
3.190 |
| Low (YTD): |
2024-01-05 |
1.300 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
2.774 |
| Avg. volume 1M: |
|
83.333 |
| Avg. price 6M: |
|
2.024 |
| Avg. volume 6M: |
|
52.632 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
84.23% |
| Volatility 6M: |
|
109.67% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
