BNP Paribas Call 11.5 EUR/NOK 20.09.2024
/ DE000PN6V505
BNP Paribas Call 11.5 EUR/NOK 20..../ DE000PN6V505 /
| 2024-06-06 9:20:57 AM |
Chg.-0.070 |
Bid10:15:33 AM |
Ask10:15:33 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.990EUR |
-3.40% |
2.030
Bid Size: 5,000 |
2.150
Ask Size: 5,000 |
- |
11.50 NOK |
2024-09-20 |
Call |
Master data
| WKN: |
PN6V50 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
11.50 NOK |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-08-07 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:100 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
46.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.09 |
| Intrinsic value: |
0.03 |
| Implied volatility: |
0.07 |
| Historic volatility: |
0.01 |
| Parity: |
0.03 |
| Time value: |
2.14 |
| Break-even: |
1.02 |
| Moneyness: |
1.00 |
| Premium: |
0.02 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.12 |
| Spread %: |
5.85% |
| Delta: |
0.62 |
| Theta: |
0.00 |
| Omega: |
28.40 |
| Rho: |
0.00 |
Quote data
| Open: |
1.960 |
| High: |
1.990 |
| Low: |
1.960 |
| Previous Close: |
2.060 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.70% |
| 1 Month |
|
|
-38.39% |
| 3 Months |
|
|
-29.68% |
| YTD |
|
|
-39.88% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.060 |
1.590 |
| 1M High / 1M Low: |
3.590 |
1.590 |
| 6M High / 6M Low: |
5.820 |
1.590 |
| High (YTD): |
2024-04-30 |
4.220 |
| Low (YTD): |
2024-05-31 |
1.590 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.816 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.535 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.297 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
137.19% |
| Volatility 6M: |
|
101.65% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
