BNP Paribas Call 125 HELN 20.09.2024
/ DE000PN8TMC9
BNP Paribas Call 125 HELN 20.09.2.../ DE000PN8TMC9 /
| 2024-06-03 10:08:11 AM |
Chg.+0.030 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.340EUR |
+9.68% |
-
Bid Size: - |
-
Ask Size: - |
HELVETIA HOLDING N |
125.00 CHF |
2024-09-20 |
Call |
Master data
| WKN: |
PN8TMC |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
HELVETIA HOLDING N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
125.00 CHF |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-26 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
36.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.38 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.20 |
| Parity: |
-0.47 |
| Time value: |
0.34 |
| Break-even: |
131.09 |
| Moneyness: |
0.96 |
| Premium: |
0.07 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.01 |
| Spread %: |
3.03% |
| Delta: |
0.41 |
| Theta: |
-0.03 |
| Omega: |
14.95 |
| Rho: |
0.14 |
Quote data
| Open: |
0.340 |
| High: |
0.340 |
| Low: |
0.340 |
| Previous Close: |
0.310 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-26.09% |
| 1 Month |
|
|
+41.67% |
| 3 Months |
|
|
-50.00% |
| YTD |
|
|
+3.03% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.460 |
0.300 |
| 1M High / 1M Low: |
0.540 |
0.240 |
| 6M High / 6M Low: |
1.040 |
0.160 |
| High (YTD): |
2024-03-13 |
1.040 |
| Low (YTD): |
2024-04-19 |
0.160 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.362 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.367 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.483 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
231.25% |
| Volatility 6M: |
|
177.77% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
