BNP Paribas Call 100 NDA 20.12.2024
/ DE000PN7DED0
BNP Paribas Call 100 NDA 20.12.20.../ DE000PN7DED0 /
| 24/06/2024 18:11:25 |
Chg.+0.010 |
Bid19:06:36 |
Ask19:06:36 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.120EUR |
+9.09% |
0.110
Bid Size: 10,000 |
0.160
Ask Size: 10,000 |
AURUBIS AG |
100.00 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
PN7DED |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
16/08/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
46.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.32 |
| Parity: |
-2.54 |
| Time value: |
0.16 |
| Break-even: |
101.60 |
| Moneyness: |
0.75 |
| Premium: |
0.36 |
| Premium p.a.: |
0.88 |
| Spread abs.: |
0.05 |
| Spread %: |
45.45% |
| Delta: |
0.17 |
| Theta: |
-0.01 |
| Omega: |
8.09 |
| Rho: |
0.06 |
Quote data
| Open: |
0.110 |
| High: |
0.120 |
| Low: |
0.100 |
| Previous Close: |
0.110 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+122.22% |
| 1 Month |
|
|
-7.69% |
| 3 Months |
|
|
+300.00% |
| YTD |
|
|
-52.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.140 |
0.054 |
| 1M High / 1M Low: |
0.170 |
0.044 |
| 6M High / 6M Low: |
0.310 |
0.001 |
| High (YTD): |
20/05/2024 |
0.250 |
| Low (YTD): |
05/03/2024 |
0.001 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.087 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.106 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.090 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
451.84% |
| Volatility 6M: |
|
631.87% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
