BNP Paribas Call 105 HELNF 20.09.2024
/ DE000PZ09NY4
BNP Paribas Call 105 HELNF 20.09..../ DE000PZ09NY4 /
| 2024-05-10 10:21:01 AM |
Chg.- |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.02EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
HELVETIA PATRIA HLDG... |
105.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
PZ09NY |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
HELVETIA PATRIA HLDG. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
105.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-10 |
| Last trading day: |
2024-05-13 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.95 |
| Intrinsic value: |
1.80 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.20 |
| Parity: |
1.80 |
| Time value: |
0.23 |
| Break-even: |
125.30 |
| Moneyness: |
1.17 |
| Premium: |
0.02 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
1.00% |
| Delta: |
0.88 |
| Theta: |
-0.03 |
| Omega: |
5.35 |
| Rho: |
0.26 |
Quote data
| Open: |
2.01 |
| High: |
2.02 |
| Low: |
2.01 |
| Previous Close: |
1.93 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+18.13% |
| 3 Months |
|
|
-13.30% |
| YTD |
|
|
+31.17% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
2.02 |
1.71 |
| 6M High / 6M Low: |
2.87 |
1.38 |
| High (YTD): |
2024-03-13 |
2.87 |
| Low (YTD): |
2024-04-19 |
1.38 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.87 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.97 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
73.73% |
| Volatility 6M: |
|
80.20% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
