BNP Paribas Call 12.5 CCL 21.06.2024
/ DE000PE13G63
BNP Paribas Call 12.5 CCL 21.06.2.../ DE000PE13G63 /
| 2024-06-18 8:55:56 AM |
Chg.+0.18 |
Bid9:04:12 AM |
Ask9:04:12 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.04EUR |
+6.29% |
3.05
Bid Size: 1,350 |
3.13
Ask Size: 1,350 |
Carnival Corp |
12.50 - |
2024-06-21 |
Call |
Master data
| WKN: |
PE13G6 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Carnival Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
12.50 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2022-09-09 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.67 |
| Intrinsic value: |
1.66 |
| Implied volatility: |
3.13 |
| Historic volatility: |
0.47 |
| Parity: |
1.66 |
| Time value: |
1.03 |
| Break-even: |
15.19 |
| Moneyness: |
1.13 |
| Premium: |
0.07 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.01 |
| Spread %: |
0.37% |
| Delta: |
0.71 |
| Theta: |
-0.20 |
| Omega: |
3.72 |
| Rho: |
0.00 |
Quote data
| Open: |
3.04 |
| High: |
3.04 |
| Low: |
3.04 |
| Previous Close: |
2.86 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.00% |
| 1 Month |
|
|
+26.67% |
| 3 Months |
|
|
-22.25% |
| YTD |
|
|
-50.33% |
| 1 Year |
|
|
-41.20% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.94 |
2.86 |
| 1M High / 1M Low: |
4.16 |
2.24 |
| 6M High / 6M Low: |
6.77 |
1.83 |
| High (YTD): |
2024-01-10 |
5.46 |
| Low (YTD): |
2024-05-08 |
1.83 |
| 52W High: |
2023-07-05 |
7.81 |
| 52W Low: |
2023-10-27 |
1.54 |
| Avg. price 1W: |
|
3.60 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.23 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.68 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
4.08 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
287.20% |
| Volatility 6M: |
|
159.16% |
| Volatility 1Y: |
|
148.83% |
| Volatility 3Y: |
|
- |
