BNP Paribas Call 1100 PGHN 20.09.2024
/ DE000PN8TQB2
BNP Paribas Call 1100 PGHN 20.09..../ DE000PN8TQB2 /
| 2024-06-14 10:15:50 AM |
Chg.-0.14 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.19EUR |
-10.53% |
-
Bid Size: - |
-
Ask Size: - |
PARTNERS GROUP N |
1,100.00 CHF |
2024-09-20 |
Call |
Master data
| WKN: |
PN8TQB |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
PARTNERS GROUP N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
1,100.00 CHF |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-26 |
| Last trading day: |
2024-09-19 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.02 |
| Intrinsic value: |
0.50 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.28 |
| Parity: |
0.50 |
| Time value: |
0.64 |
| Break-even: |
1,268.36 |
| Moneyness: |
1.04 |
| Premium: |
0.05 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.02 |
| Spread %: |
1.79% |
| Delta: |
0.65 |
| Theta: |
-0.46 |
| Omega: |
6.89 |
| Rho: |
1.78 |
Quote data
| Open: |
1.19 |
| High: |
1.19 |
| Low: |
1.19 |
| Previous Close: |
1.33 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.30% |
| 1 Month |
|
|
-39.29% |
| 3 Months |
|
|
-46.88% |
| YTD |
|
|
-38.97% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.33 |
1.08 |
| 1M High / 1M Low: |
1.96 |
1.08 |
| 6M High / 6M Low: |
2.37 |
0.98 |
| High (YTD): |
2024-03-22 |
2.37 |
| Low (YTD): |
2024-01-17 |
0.98 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.20 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.48 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.69 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
125.65% |
| Volatility 6M: |
|
119.19% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
