BNP Paribas Call 115 ERT 21.06.2024
/ DE000PN7B3S3
BNP Paribas Call 115 ERT 21.06.20.../ DE000PN7B3S3 /
| 2024-05-24 9:50:29 PM |
Chg.+0.020 |
Bid9:57:27 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.870EUR |
+1.08% |
-
Bid Size: - |
-
Ask Size: - |
EL. ARTS INC. D... |
115.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
PN7B3S |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
EL. ARTS INC. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
115.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-08-16 |
| Last trading day: |
2024-05-27 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.31 |
| Intrinsic value: |
1.31 |
| Implied volatility: |
2.37 |
| Historic volatility: |
0.17 |
| Parity: |
1.31 |
| Time value: |
0.51 |
| Break-even: |
133.20 |
| Moneyness: |
1.11 |
| Premium: |
0.04 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
-0.05 |
| Spread %: |
-2.67% |
| Delta: |
0.73 |
| Theta: |
-1.52 |
| Omega: |
5.13 |
| Rho: |
0.01 |
Quote data
| Open: |
1.830 |
| High: |
1.910 |
| Low: |
1.760 |
| Previous Close: |
1.850 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+52.03% |
| 3 Months |
|
|
+4.47% |
| YTD |
|
|
-21.10% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.870 |
1.230 |
| 6M High / 6M Low: |
2.970 |
1.090 |
| High (YTD): |
2024-02-15 |
2.970 |
| Low (YTD): |
2024-05-08 |
1.090 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.616 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.035 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
339.58% |
| Volatility 6M: |
|
108.45% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
