BNP Paribas Call 120 BEI 21.03.2025
/ DE000PN64PH5
BNP Paribas Call 120 BEI 21.03.20.../ DE000PN64PH5 /
| 2024-06-14 9:23:27 AM |
Chg.0.00 |
Bid11:11:40 AM |
Ask11:11:40 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.12EUR |
0.00% |
3.12
Bid Size: 7,000 |
3.14
Ask Size: 7,000 |
BEIERSDORF AG O.N. |
120.00 EUR |
2025-03-21 |
Call |
Master data
| WKN: |
PN64PH |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
BEIERSDORF AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2023-08-11 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.88 |
| Intrinsic value: |
2.53 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.14 |
| Parity: |
2.53 |
| Time value: |
0.59 |
| Break-even: |
151.20 |
| Moneyness: |
1.21 |
| Premium: |
0.04 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.03 |
| Spread %: |
0.97% |
| Delta: |
0.86 |
| Theta: |
-0.02 |
| Omega: |
4.01 |
| Rho: |
0.72 |
Quote data
| Open: |
3.12 |
| High: |
3.12 |
| Low: |
3.12 |
| Previous Close: |
3.12 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.96% |
| 1 Month |
|
|
-5.74% |
| 3 Months |
|
|
+38.05% |
| YTD |
|
|
+33.91% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.12 |
2.89 |
| 1M High / 1M Low: |
3.31 |
2.89 |
| 6M High / 6M Low: |
3.33 |
1.75 |
| High (YTD): |
2024-05-13 |
3.33 |
| Low (YTD): |
2024-04-09 |
1.75 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.01 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.07 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.49 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
57.10% |
| Volatility 6M: |
|
72.00% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
