BNP Paribas Call 11.5 EUR/NOK 20.12.2024
/ DE000PN6V554
BNP Paribas Call 11.5 EUR/NOK 20..../ DE000PN6V554 /
| 09/05/2024 21:20:36 |
Chg.-0.110 |
Bid21:59:44 |
Ask21:59:44 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.220EUR |
-2.54% |
4.210
Bid Size: 5,000 |
4.330
Ask Size: 5,000 |
- |
11.50 NOK |
20/12/2024 |
Call |
Master data
| WKN: |
PN6V55 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
11.50 NOK |
| Maturity: |
20/12/2024 |
| Issue date: |
07/08/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
1:100 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
22.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.27 |
| Intrinsic value: |
1.95 |
| Implied volatility: |
0.04 |
| Historic volatility: |
0.01 |
| Parity: |
1.95 |
| Time value: |
2.49 |
| Break-even: |
1.02 |
| Moneyness: |
1.02 |
| Premium: |
0.02 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.12 |
| Spread %: |
2.78% |
| Delta: |
0.90 |
| Theta: |
0.00 |
| Omega: |
20.23 |
| Rho: |
0.01 |
Quote data
| Open: |
4.270 |
| High: |
4.370 |
| Low: |
4.220 |
| Previous Close: |
4.330 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.59% |
| 1 Month |
|
|
+5.50% |
| 3 Months |
|
|
+7.38% |
| YTD |
|
|
+4.46% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
4.720 |
4.070 |
| 1M High / 1M Low: |
4.990 |
4.000 |
| 6M High / 6M Low: |
7.150 |
3.410 |
| High (YTD): |
30/04/2024 |
4.990 |
| Low (YTD): |
19/02/2024 |
3.410 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.346 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.421 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.541 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
78.63% |
| Volatility 6M: |
|
78.27% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
