BNP Paribas Call 155 TII 21.06.2024
/ DE000PZ098G4
BNP Paribas Call 155 TII 21.06.20.../ DE000PZ098G4 /
| 10/05/2024 21:50:29 |
Chg.+0.120 |
Bid21:59:27 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.060EUR |
+4.08% |
-
Bid Size: - |
-
Ask Size: - |
TEXAS INSTR. ... |
155.00 - |
21/06/2024 |
Call |
Master data
| WKN: |
PZ098G |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
TEXAS INSTR. DL 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
155.00 - |
| Maturity: |
21/06/2024 |
| Issue date: |
13/11/2023 |
| Last trading day: |
13/05/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.51 |
| Intrinsic value: |
2.48 |
| Implied volatility: |
0.96 |
| Historic volatility: |
0.22 |
| Parity: |
2.48 |
| Time value: |
0.59 |
| Break-even: |
185.70 |
| Moneyness: |
1.16 |
| Premium: |
0.03 |
| Premium p.a.: |
0.81 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.78 |
| Theta: |
-0.31 |
| Omega: |
4.58 |
| Rho: |
0.06 |
Quote data
| Open: |
2.920 |
| High: |
3.070 |
| Low: |
2.910 |
| Previous Close: |
2.940 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+53.77% |
| 3 Months |
|
|
+56.92% |
| YTD |
|
|
+37.84% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
3.060 |
1.990 |
| 6M High / 6M Low: |
3.060 |
1.040 |
| High (YTD): |
10/05/2024 |
3.060 |
| Low (YTD): |
19/04/2024 |
1.040 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
2.609 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.780 |
| Avg. volume 6M: |
|
11.009 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
70.38% |
| Volatility 6M: |
|
163.69% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
