BNP Paribas Call 12.5 CCL 21.06.2024
/ DE000PE13G63
BNP Paribas Call 12.5 CCL 21.06.2.../ DE000PE13G63 /
| 6/14/2024 8:56:05 AM |
Chg.-0.20 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.74EUR |
-5.08% |
-
Bid Size: - |
-
Ask Size: - |
Carnival Corp |
12.50 - |
6/21/2024 |
Call |
Master data
| WKN: |
PE13G6 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Carnival Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
12.50 - |
| Maturity: |
6/21/2024 |
| Issue date: |
9/9/2022 |
| Last trading day: |
6/20/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.84 |
| Intrinsic value: |
1.83 |
| Implied volatility: |
2.36 |
| Historic volatility: |
0.41 |
| Parity: |
1.83 |
| Time value: |
0.86 |
| Break-even: |
15.19 |
| Moneyness: |
1.15 |
| Premium: |
0.06 |
| Premium p.a.: |
33.65 |
| Spread abs.: |
0.01 |
| Spread %: |
0.37% |
| Delta: |
0.73 |
| Theta: |
-0.12 |
| Omega: |
3.88 |
| Rho: |
0.00 |
Quote data
| Open: |
3.74 |
| High: |
3.74 |
| Low: |
3.74 |
| Previous Close: |
3.94 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.35% |
| 1 Month |
|
|
+83.33% |
| 3 Months |
|
|
-5.08% |
| YTD |
|
|
-38.89% |
| 1 Year |
|
|
-30.48% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.94 |
3.65 |
| 1M High / 1M Low: |
4.16 |
2.04 |
| 6M High / 6M Low: |
6.77 |
1.83 |
| High (YTD): |
1/10/2024 |
5.46 |
| Low (YTD): |
5/8/2024 |
1.83 |
| 52W High: |
7/5/2023 |
7.81 |
| 52W Low: |
10/27/2023 |
1.54 |
| Avg. price 1W: |
|
3.79 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.12 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.71 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
4.09 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
262.39% |
| Volatility 6M: |
|
155.86% |
| Volatility 1Y: |
|
146.81% |
| Volatility 3Y: |
|
- |
