BNP Paribas Call 120 TMUS 20.12.2024
/ DE000PN8ZXF6
BNP Paribas Call 120 TMUS 20.12.2.../ DE000PN8ZXF6 /
| 06/06/2024 08:59:31 |
Chg.+0.20 |
Bid22:00:37 |
Ask22:00:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.86EUR |
+3.53% |
-
Bid Size: - |
-
Ask Size: - |
T Mobile US Inc |
120.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
PN8ZXF |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
T Mobile US Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
28/09/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.76 |
| Intrinsic value: |
5.54 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.13 |
| Parity: |
5.54 |
| Time value: |
0.33 |
| Break-even: |
169.06 |
| Moneyness: |
1.50 |
| Premium: |
0.02 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.95 |
| Theta: |
-0.02 |
| Omega: |
2.68 |
| Rho: |
0.53 |
Quote data
| Open: |
5.86 |
| High: |
5.86 |
| Low: |
5.86 |
| Previous Close: |
5.66 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+22.85% |
| 1 Month |
|
|
+30.22% |
| 3 Months |
|
|
+24.15% |
| YTD |
|
|
+40.19% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.66 |
4.77 |
| 1M High / 1M Low: |
5.66 |
4.22 |
| 6M High / 6M Low: |
5.66 |
3.87 |
| High (YTD): |
05/06/2024 |
5.66 |
| Low (YTD): |
17/04/2024 |
4.12 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.20 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.57 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.39 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
61.76% |
| Volatility 6M: |
|
41.77% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
