BNP Paribas Call 13 CLN 20.09.2024
/ DE000PN8TKL4
BNP Paribas Call 13 CLN 20.09.202.../ DE000PN8TKL4 /
| 2024-06-21 9:58:45 AM |
Chg.-0.03 |
Bid10:53:58 AM |
Ask10:53:58 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.29EUR |
-2.27% |
1.26
Bid Size: 13,000 |
1.30
Ask Size: 13,000 |
CLARIANT N |
13.00 CHF |
2024-09-20 |
Call |
Master data
| WKN: |
PN8TKL |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
CLARIANT N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
13.00 CHF |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-26 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.28 |
| Intrinsic value: |
0.85 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.24 |
| Parity: |
0.85 |
| Time value: |
0.53 |
| Break-even: |
15.01 |
| Moneyness: |
1.06 |
| Premium: |
0.04 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.04 |
| Spread %: |
2.99% |
| Delta: |
0.71 |
| Theta: |
0.00 |
| Omega: |
7.47 |
| Rho: |
0.02 |
Quote data
| Open: |
1.29 |
| High: |
1.29 |
| Low: |
1.29 |
| Previous Close: |
1.32 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.01% |
| 1 Month |
|
|
-22.29% |
| 3 Months |
|
|
+193.18% |
| YTD |
|
|
+41.76% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.33 |
1.06 |
| 1M High / 1M Low: |
2.08 |
1.06 |
| 6M High / 6M Low: |
2.08 |
0.18 |
| High (YTD): |
2024-05-27 |
2.08 |
| Low (YTD): |
2024-03-06 |
0.18 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.24 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.53 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.76 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
143.99% |
| Volatility 6M: |
|
167.85% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
