BNP Paribas Call 16 TRIP 17.01.2025
/ DE000PN33CN6
BNP Paribas Call 16 TRIP 17.01.20.../ DE000PN33CN6 /
| 5/17/2024 9:50:30 PM |
Chg.-0.450 |
Bid9:59:24 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.810EUR |
-10.56% |
-
Bid Size: - |
-
Ask Size: - |
TripAdvisor Inc |
16.00 - |
1/17/2025 |
Call |
Master data
| WKN: |
PN33CN |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
TripAdvisor Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
16.00 - |
| Maturity: |
1/17/2025 |
| Issue date: |
5/31/2023 |
| Last trading day: |
5/20/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.14 |
| Intrinsic value: |
1.20 |
| Implied volatility: |
0.67 |
| Historic volatility: |
0.45 |
| Parity: |
1.20 |
| Time value: |
3.03 |
| Break-even: |
20.23 |
| Moneyness: |
1.08 |
| Premium: |
0.18 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.41 |
| Spread %: |
10.73% |
| Delta: |
0.67 |
| Theta: |
-0.01 |
| Omega: |
2.73 |
| Rho: |
0.04 |
Quote data
| Open: |
4.230 |
| High: |
4.230 |
| Low: |
3.810 |
| Previous Close: |
4.260 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-9.93% |
| 3 Months |
|
|
-64.19% |
| YTD |
|
|
-44.94% |
| 1 Year |
|
|
-10.56% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
4.590 |
3.810 |
| 6M High / 6M Low: |
12.140 |
3.810 |
| High (YTD): |
3/25/2024 |
12.140 |
| Low (YTD): |
5/17/2024 |
3.810 |
| 52W High: |
3/25/2024 |
12.140 |
| 52W Low: |
11/1/2023 |
2.670 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
4.204 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
8.621 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
6.175 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
111.58% |
| Volatility 6M: |
|
125.83% |
| Volatility 1Y: |
|
113.67% |
| Volatility 3Y: |
|
- |
