BNP Paribas Call 16 SOBA 21.06.2024
/ DE000PN67ST7
BNP Paribas Call 16 SOBA 21.06.20.../ DE000PN67ST7 /
| 6/14/2024 4:50:45 PM |
Chg.-0.100 |
Bid4:56:18 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.460EUR |
-6.41% |
1.480
Bid Size: 7,200 |
-
Ask Size: - |
AT + T INC. ... |
16.00 - |
6/21/2024 |
Call |
Master data
| WKN: |
PN67ST |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
AT + T INC. DL 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
16.00 - |
| Maturity: |
6/21/2024 |
| Issue date: |
8/15/2023 |
| Last trading day: |
6/20/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.51 |
| Intrinsic value: |
0.46 |
| Implied volatility: |
1.47 |
| Historic volatility: |
0.22 |
| Parity: |
0.46 |
| Time value: |
1.10 |
| Break-even: |
17.56 |
| Moneyness: |
1.03 |
| Premium: |
0.07 |
| Premium p.a.: |
28.52 |
| Spread abs.: |
-0.04 |
| Spread %: |
-2.50% |
| Delta: |
0.60 |
| Theta: |
-0.09 |
| Omega: |
6.29 |
| Rho: |
0.00 |
Quote data
| Open: |
1.550 |
| High: |
1.590 |
| Low: |
1.460 |
| Previous Close: |
1.560 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-27.00% |
| 1 Month |
|
|
+8.15% |
| 3 Months |
|
|
+7.35% |
| YTD |
|
|
+4.29% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.000 |
1.560 |
| 1M High / 1M Low: |
2.190 |
1.170 |
| 6M High / 6M Low: |
2.340 |
0.860 |
| High (YTD): |
2/1/2024 |
2.340 |
| Low (YTD): |
4/16/2024 |
0.860 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.728 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.613 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.466 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
198.01% |
| Volatility 6M: |
|
151.73% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
