BNP Paribas Call 12.5 CCL 21.06.2024
/ DE000PE13G63
BNP Paribas Call 12.5 CCL 21.06.2.../ DE000PE13G63 /
| 14/06/2024 08:56:05 |
Chg.-0.20 |
Bid12:01:14 |
Ask12:01:14 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.74EUR |
-5.08% |
3.52
Bid Size: 5,200 |
3.60
Ask Size: 5,200 |
Carnival Corp |
12.50 - |
21/06/2024 |
Call |
Master data
| WKN: |
PE13G6 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Carnival Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
12.50 - |
| Maturity: |
21/06/2024 |
| Issue date: |
09/09/2022 |
| Last trading day: |
20/06/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.88 |
| Intrinsic value: |
2.88 |
| Implied volatility: |
2.65 |
| Historic volatility: |
0.40 |
| Parity: |
2.88 |
| Time value: |
0.90 |
| Break-even: |
16.28 |
| Moneyness: |
1.23 |
| Premium: |
0.06 |
| Premium p.a.: |
18.67 |
| Spread abs.: |
0.01 |
| Spread %: |
0.27% |
| Delta: |
0.77 |
| Theta: |
-0.12 |
| Omega: |
3.15 |
| Rho: |
0.00 |
Quote data
| Open: |
3.74 |
| High: |
3.74 |
| Low: |
3.74 |
| Previous Close: |
3.94 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.35% |
| 1 Month |
|
|
+79.81% |
| 3 Months |
|
|
-12.41% |
| YTD |
|
|
-38.89% |
| 1 Year |
|
|
-22.57% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.83 |
3.65 |
| 1M High / 1M Low: |
4.16 |
2.04 |
| 6M High / 6M Low: |
6.77 |
1.83 |
| High (YTD): |
10/01/2024 |
5.46 |
| Low (YTD): |
08/05/2024 |
1.83 |
| 52W High: |
05/07/2023 |
7.81 |
| 52W Low: |
27/10/2023 |
1.54 |
| Avg. price 1W: |
|
3.77 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.01 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.73 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
4.10 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
267.40% |
| Volatility 6M: |
|
155.92% |
| Volatility 1Y: |
|
147.21% |
| Volatility 3Y: |
|
- |
