BNP Paribas Call 115 ERT 21.06.2024
/ DE000PN7B3S3
BNP Paribas Call 115 ERT 21.06.20.../ DE000PN7B3S3 /
| 2024-05-24 8:22:29 AM |
Chg.- |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.82EUR |
- |
-
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: |
7.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.37 |
| Intrinsic value: |
1.36 |
| Implied volatility: |
2.76 |
| Historic volatility: |
0.17 |
| Parity: |
1.36 |
| Time value: |
0.46 |
| Break-even: |
133.20 |
| Moneyness: |
1.12 |
| Premium: |
0.04 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
-0.05 |
| Spread %: |
-2.67% |
| Delta: |
0.74 |
| Theta: |
-2.13 |
| Omega: |
5.25 |
| Rho: |
0.00 |
Quote data
| Open: |
1.82 |
| High: |
1.82 |
| Low: |
1.82 |
| Previous Close: |
1.91 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+33.82% |
| 3 Months |
|
|
-0.55% |
| YTD |
|
|
-24.79% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.91 |
1.23 |
| 6M High / 6M Low: |
2.99 |
1.02 |
| High (YTD): |
2024-02-16 |
2.99 |
| Low (YTD): |
2024-05-09 |
1.02 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.51 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.04 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
362.59% |
| Volatility 6M: |
|
124.33% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
