BNP Paribas Call 130 TMUS 20.12.2024
/ DE000PN47V48
BNP Paribas Call 130 TMUS 20.12.2.../ DE000PN47V48 /
2024-06-06 3:35:35 PM |
Chg.+0.120 |
Bid3:44:39 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
5.070EUR |
+2.42% |
5.080 Bid Size: 6,000 |
- Ask Size: - |
T Mobile US Inc |
130.00 USD |
2024-12-20 |
Call |
Master data
WKN: |
PN47V4 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
T Mobile US Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
130.00 USD |
Maturity: |
2024-12-20 |
Issue date: |
2023-06-23 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.32 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.86 |
Intrinsic value: |
4.62 |
Implied volatility: |
0.35 |
Historic volatility: |
0.13 |
Parity: |
4.62 |
Time value: |
0.38 |
Break-even: |
169.55 |
Moneyness: |
1.39 |
Premium: |
0.02 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.93 |
Theta: |
-0.02 |
Omega: |
3.09 |
Rho: |
0.56 |
Quote data
Open: |
4.990 |
High: |
5.070 |
Low: |
4.990 |
Previous Close: |
4.950 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+23.96% |
1 Month |
|
|
+48.25% |
3 Months |
|
|
+26.75% |
YTD |
|
|
+48.68% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.950 |
4.090 |
1M High / 1M Low: |
4.950 |
3.370 |
6M High / 6M Low: |
4.950 |
3.160 |
High (YTD): |
2024-06-05 |
4.950 |
Low (YTD): |
2024-04-10 |
3.310 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.526 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.755 |
Avg. volume 1M: |
|
43.478 |
Avg. price 6M: |
|
3.591 |
Avg. volume 6M: |
|
8 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
53.01% |
Volatility 6M: |
|
42.29% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |