BNP Paribas Call 12 CCL 21.06.2024
/ DE000PE13G55
BNP Paribas Call 12 CCL 21.06.202.../ DE000PE13G55 /
| 03/06/2024 08:54:14 |
Chg.-0.06 |
Bid17:01:46 |
Ask17:01:46 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.96EUR |
-1.99% |
3.26
Bid Size: 11,200 |
3.29
Ask Size: 11,200 |
Carnival Corp |
12.00 - |
21/06/2024 |
Call |
Master data
| WKN: |
PE13G5 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Carnival Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
12.00 - |
| Maturity: |
21/06/2024 |
| Issue date: |
09/09/2022 |
| Last trading day: |
20/06/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.82 |
| Intrinsic value: |
1.74 |
| Implied volatility: |
1.68 |
| Historic volatility: |
0.48 |
| Parity: |
1.74 |
| Time value: |
1.17 |
| Break-even: |
14.91 |
| Moneyness: |
1.15 |
| Premium: |
0.09 |
| Premium p.a.: |
4.24 |
| Spread abs.: |
0.01 |
| Spread %: |
0.34% |
| Delta: |
0.71 |
| Theta: |
-0.05 |
| Omega: |
3.35 |
| Rho: |
0.00 |
Quote data
| Open: |
2.96 |
| High: |
2.96 |
| Low: |
2.96 |
| Previous Close: |
3.02 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.33% |
| 1 Month |
|
|
+12.12% |
| 3 Months |
|
|
-28.16% |
| YTD |
|
|
-54.46% |
| 1 Year |
|
|
-1.99% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.31 |
2.85 |
| 1M High / 1M Low: |
3.94 |
2.22 |
| 6M High / 6M Low: |
7.16 |
2.22 |
| High (YTD): |
10/01/2024 |
5.84 |
| Low (YTD): |
08/05/2024 |
2.22 |
| 52W High: |
05/07/2023 |
8.14 |
| 52W Low: |
27/10/2023 |
1.72 |
| Avg. price 1W: |
|
3.07 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.86 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.23 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
4.42 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
191.36% |
| Volatility 6M: |
|
127.74% |
| Volatility 1Y: |
|
134.68% |
| Volatility 3Y: |
|
- |
