BNP Paribas Call 180 VEEV 21.06.2024
/ DE000PN7CQR6
BNP Paribas Call 180 VEEV 21.06.2.../ DE000PN7CQR6 /
| 2024-06-12 8:24:52 AM |
Chg.+0.260 |
Bid10:16:21 AM |
Ask10:16:21 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.850EUR |
+44.07% |
0.840
Bid Size: 3,572 |
0.880
Ask Size: 3,410 |
Veeva Systems Inc |
180.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
PN7CQR |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Veeva Systems Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
180.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-08-16 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
20.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.83 |
| Intrinsic value: |
0.74 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.29 |
| Parity: |
0.74 |
| Time value: |
0.13 |
| Break-even: |
176.30 |
| Moneyness: |
1.04 |
| Premium: |
0.01 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.03 |
| Spread %: |
3.57% |
| Delta: |
0.80 |
| Theta: |
-0.16 |
| Omega: |
16.09 |
| Rho: |
0.03 |
Quote data
| Open: |
0.850 |
| High: |
0.850 |
| Low: |
0.850 |
| Previous Close: |
0.590 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+136.11% |
| 1 Month |
|
|
-67.31% |
| 3 Months |
|
|
-82.86% |
| YTD |
|
|
-68.63% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.650 |
0.360 |
| 1M High / 1M Low: |
3.110 |
0.120 |
| 6M High / 6M Low: |
5.440 |
0.120 |
| High (YTD): |
2024-03-14 |
5.440 |
| Low (YTD): |
2024-06-04 |
0.120 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.506 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.885 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.252 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
828.60% |
| Volatility 6M: |
|
342.81% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
