BNP Paribas Call 16 MAT 21.06.2024
/ DE000PZ1ESG0
BNP Paribas Call 16 MAT 21.06.202.../ DE000PZ1ESG0 /
| 2024-05-10 1:26:48 PM |
Chg.- |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.86EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Mattel Inc |
16.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
PZ1ESG |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Mattel Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
16.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-11-15 |
| Last trading day: |
2024-05-13 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.46 |
| Intrinsic value: |
0.25 |
| Implied volatility: |
2.04 |
| Historic volatility: |
0.23 |
| Parity: |
0.25 |
| Time value: |
2.61 |
| Break-even: |
18.86 |
| Moneyness: |
1.02 |
| Premium: |
0.16 |
| Premium p.a.: |
29.01 |
| Spread abs.: |
0.27 |
| Spread %: |
10.42% |
| Delta: |
0.60 |
| Theta: |
-0.08 |
| Omega: |
3.41 |
| Rho: |
0.00 |
Quote data
| Open: |
2.84 |
| High: |
2.86 |
| Low: |
2.84 |
| Previous Close: |
2.66 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+11.28% |
| 3 Months |
|
|
-19.66% |
| YTD |
|
|
-23.73% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
2.86 |
2.46 |
| 6M High / 6M Low: |
4.25 |
2.16 |
| High (YTD): |
2024-03-13 |
4.25 |
| Low (YTD): |
2024-05-02 |
2.16 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
2.66 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.31 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
61.97% |
| Volatility 6M: |
|
105.69% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
