BNP Paribas Call 12.5 SZU 21.06.2024
/ DE000PN8XAN3
BNP Paribas Call 12.5 SZU 21.06.2.../ DE000PN8XAN3 /
| 2024-05-29 9:20:24 PM |
Chg.-0.010 |
Bid9:59:53 PM |
Ask9:59:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.320EUR |
-0.75% |
1.320
Bid Size: 2,273 |
1.370
Ask Size: 2,190 |
SUEDZUCKER AG O.N. |
12.50 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
PN8XAN |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SUEDZUCKER AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
12.50 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-27 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.31 |
| Intrinsic value: |
1.27 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.21 |
| Parity: |
1.27 |
| Time value: |
0.16 |
| Break-even: |
13.93 |
| Moneyness: |
1.10 |
| Premium: |
0.01 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.05 |
| Spread %: |
3.62% |
| Delta: |
0.84 |
| Theta: |
-0.01 |
| Omega: |
8.08 |
| Rho: |
0.01 |
Quote data
| Open: |
1.310 |
| High: |
1.410 |
| Low: |
1.300 |
| Previous Close: |
1.330 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.71% |
| 1 Month |
|
|
+33.33% |
| 3 Months |
|
|
+10.92% |
| YTD |
|
|
-43.10% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.470 |
1.330 |
| 1M High / 1M Low: |
1.660 |
0.990 |
| 6M High / 6M Low: |
2.540 |
0.630 |
| High (YTD): |
2024-01-02 |
2.540 |
| Low (YTD): |
2024-03-19 |
0.630 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.398 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.307 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.427 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
150.04% |
| Volatility 6M: |
|
140.17% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
