BNP Paribas Call 110 HELNF 20.12.2024
/ DE000PN7C5R9
BNP Paribas Call 110 HELNF 20.12..../ DE000PN7C5R9 /
| 2024-05-24 10:07:54 AM |
Chg.- |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.85EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
HELVETIA PATRIA HLDG... |
110.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
PN7C5R |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
HELVETIA PATRIA HLDG. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-08-16 |
| Last trading day: |
2024-05-27 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.69 |
| Intrinsic value: |
1.30 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.20 |
| Parity: |
1.30 |
| Time value: |
0.68 |
| Break-even: |
129.80 |
| Moneyness: |
1.12 |
| Premium: |
0.06 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.02 |
| Spread %: |
1.02% |
| Delta: |
0.76 |
| Theta: |
-0.03 |
| Omega: |
4.70 |
| Rho: |
0.40 |
Quote data
| Open: |
1.85 |
| High: |
1.85 |
| Low: |
1.85 |
| Previous Close: |
1.98 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+37.04% |
| 3 Months |
|
|
-3.65% |
| YTD |
|
|
+46.83% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.98 |
1.35 |
| 6M High / 6M Low: |
2.42 |
1.09 |
| High (YTD): |
2024-03-13 |
2.42 |
| Low (YTD): |
2024-04-19 |
1.09 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.67 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.63 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
91.51% |
| Volatility 6M: |
|
84.99% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
