BNP Paribas Call 1200 PGHN 20.09.2024
/ DE000PN8TP99
BNP Paribas Call 1200 PGHN 20.09..../ DE000PN8TP99 /
| 20/06/2024 10:12:05 |
Chg.+0.100 |
Bid11:52:56 |
Ask11:52:56 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.620EUR |
+19.23% |
0.630
Bid Size: 20,000 |
0.650
Ask Size: 20,000 |
PARTNERS GROUP N |
1,200.00 CHF |
20/09/2024 |
Call |
Master data
| WKN: |
PN8TP9 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
PARTNERS GROUP N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
1,200.00 CHF |
| Maturity: |
20/09/2024 |
| Issue date: |
26/09/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
22.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.47 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.28 |
| Parity: |
-0.58 |
| Time value: |
0.53 |
| Break-even: |
1,315.81 |
| Moneyness: |
0.95 |
| Premium: |
0.09 |
| Premium p.a.: |
0.42 |
| Spread abs.: |
0.02 |
| Spread %: |
3.92% |
| Delta: |
0.43 |
| Theta: |
-0.43 |
| Omega: |
9.79 |
| Rho: |
1.17 |
Quote data
| Open: |
0.620 |
| High: |
0.620 |
| Low: |
0.620 |
| Previous Close: |
0.520 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.14% |
| 1 Month |
|
|
-38.00% |
| 3 Months |
|
|
-50.40% |
| YTD |
|
|
-51.94% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.690 |
0.500 |
| 1M High / 1M Low: |
1.050 |
0.500 |
| 6M High / 6M Low: |
1.590 |
0.500 |
| High (YTD): |
22/03/2024 |
1.590 |
| Low (YTD): |
18/06/2024 |
0.500 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.568 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.753 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.028 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
160.71% |
| Volatility 6M: |
|
145.58% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
