BNP Paribas Call 13 SZU 21.06.2024
/ DE000PN8XAM5
BNP Paribas Call 13 SZU 21.06.202.../ DE000PN8XAM5 /
| 2024-05-28 8:48:05 AM |
Chg.0.000 |
Bid10:00:00 AM |
Ask10:00:00 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.990EUR |
0.00% |
1.100
Bid Size: 3,000 |
1.140
Ask Size: 3,000 |
SUEDZUCKER AG O.N. |
13.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
PN8XAM |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SUEDZUCKER AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
13.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-27 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
13.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.92 |
| Intrinsic value: |
0.85 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.21 |
| Parity: |
0.85 |
| Time value: |
0.20 |
| Break-even: |
14.05 |
| Moneyness: |
1.07 |
| Premium: |
0.01 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.05 |
| Spread %: |
5.00% |
| Delta: |
0.78 |
| Theta: |
-0.01 |
| Omega: |
10.27 |
| Rho: |
0.01 |
Quote data
| Open: |
0.990 |
| High: |
0.990 |
| Low: |
0.990 |
| Previous Close: |
0.990 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.81% |
| 1 Month |
|
|
+70.69% |
| 3 Months |
|
|
+19.28% |
| YTD |
|
|
-49.23% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.190 |
0.930 |
| 1M High / 1M Low: |
1.210 |
0.670 |
| 6M High / 6M Low: |
2.140 |
0.410 |
| High (YTD): |
2024-01-02 |
2.140 |
| Low (YTD): |
2024-03-19 |
0.410 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.014 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.899 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.094 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
222.69% |
| Volatility 6M: |
|
169.33% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
