BNP Paribas Call 170 AIL 21.06.2024
/ DE000PN2EVW3
BNP Paribas Call 170 AIL 21.06.20.../ DE000PN2EVW3 /
| 10/05/2024 09:07:12 |
Chg.- |
Bid22:00:37 |
Ask22:00:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.77EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
AIR LIQUIDE INH. EO ... |
170.00 - |
21/06/2024 |
Call |
Master data
| WKN: |
PN2EVW |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
AIR LIQUIDE INH. EO 5,50 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
170.00 - |
| Maturity: |
21/06/2024 |
| Issue date: |
24/04/2023 |
| Last trading day: |
13/05/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
10.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.09 |
| Intrinsic value: |
1.05 |
| Implied volatility: |
0.74 |
| Historic volatility: |
0.17 |
| Parity: |
1.05 |
| Time value: |
0.71 |
| Break-even: |
187.60 |
| Moneyness: |
1.06 |
| Premium: |
0.04 |
| Premium p.a.: |
1.20 |
| Spread abs.: |
0.11 |
| Spread %: |
6.67% |
| Delta: |
0.68 |
| Theta: |
-0.31 |
| Omega: |
6.94 |
| Rho: |
0.05 |
Quote data
| Open: |
1.77 |
| High: |
1.77 |
| Low: |
1.77 |
| Previous Close: |
1.65 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+46.28% |
| 3 Months |
|
|
-12.81% |
| YTD |
|
|
+27.34% |
| 1 Year |
|
|
+82.47% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.77 |
1.21 |
| 6M High / 6M Low: |
2.75 |
0.71 |
| High (YTD): |
15/03/2024 |
2.75 |
| Low (YTD): |
13/02/2024 |
0.71 |
| 52W High: |
15/03/2024 |
2.75 |
| 52W Low: |
23/10/2023 |
0.42 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.45 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.61 |
| Avg. volume 6M: |
|
22.94 |
| Avg. price 1Y: |
|
1.22 |
| Avg. volume 1Y: |
|
20.92 |
| Volatility 1M: |
|
95.02% |
| Volatility 6M: |
|
186.22% |
| Volatility 1Y: |
|
161.71% |
| Volatility 3Y: |
|
- |
