BNP Paribas Call 2.2 RR/ 21.06.2024
/ DE000PN7L2M6
BNP Paribas Call 2.2 RR/ 21.06.20.../ DE000PN7L2M6 /
| 14/06/2024 09:24:58 |
Chg.-0.09 |
Bid22:00:37 |
Ask22:00:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.83EUR |
-3.08% |
-
Bid Size: - |
-
Ask Size: - |
Rolls-Royce Holdings... |
2.20 GBP |
21/06/2024 |
Call |
Master data
| WKN: |
PN7L2M |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Rolls-Royce Holdings PLC ORD SHS 20P |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
2.20 GBP |
| Maturity: |
21/06/2024 |
| Issue date: |
21/08/2023 |
| Last trading day: |
20/06/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
1.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.96 |
| Intrinsic value: |
2.96 |
| Implied volatility: |
- |
| Historic volatility: |
0.42 |
| Parity: |
2.96 |
| Time value: |
-0.03 |
| Break-even: |
5.54 |
| Moneyness: |
2.13 |
| Premium: |
0.00 |
| Premium p.a.: |
-0.22 |
| Spread abs.: |
0.04 |
| Spread %: |
1.38% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
2.83 |
| High: |
2.83 |
| Low: |
2.83 |
| Previous Close: |
2.92 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.28% |
| 1 Month |
|
|
+22.51% |
| 3 Months |
|
|
+37.38% |
| YTD |
|
|
+174.76% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.94 |
2.74 |
| 1M High / 1M Low: |
2.94 |
2.29 |
| 6M High / 6M Low: |
2.94 |
0.98 |
| High (YTD): |
12/06/2024 |
2.94 |
| Low (YTD): |
05/01/2024 |
0.98 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.86 |
| Avg. volume 1W: |
|
800 |
| Avg. price 1M: |
|
2.63 |
| Avg. volume 1M: |
|
181.82 |
| Avg. price 6M: |
|
1.84 |
| Avg. volume 6M: |
|
32.52 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
60.49% |
| Volatility 6M: |
|
70.42% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
