BNP Paribas Call 2 RR/ 21.06.2024
/ DE000PN7L2L8
BNP Paribas Call 2 RR/ 21.06.2024/ DE000PN7L2L8 /
| 6/14/2024 9:24:58 AM |
Chg.-0.09 |
Bid5:30:00 PM |
Ask5:30:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.07EUR |
-2.85% |
-
Bid Size: - |
-
Ask Size: - |
Rolls-Royce Holdings... |
2.00 GBP |
6/21/2024 |
Call |
Master data
| WKN: |
PN7L2L |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Rolls-Royce Holdings PLC ORD SHS 20P |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
2.00 GBP |
| Maturity: |
6/21/2024 |
| Issue date: |
8/21/2023 |
| Last trading day: |
6/20/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
1.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.20 |
| Intrinsic value: |
3.19 |
| Implied volatility: |
- |
| Historic volatility: |
0.42 |
| Parity: |
3.19 |
| Time value: |
-0.02 |
| Break-even: |
5.55 |
| Moneyness: |
2.34 |
| Premium: |
0.00 |
| Premium p.a.: |
-0.21 |
| Spread abs.: |
0.04 |
| Spread %: |
1.28% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
3.07 |
| High: |
3.07 |
| Low: |
3.07 |
| Previous Close: |
3.16 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.37% |
| 1 Month |
|
|
+20.87% |
| 3 Months |
|
|
+34.06% |
| YTD |
|
|
+149.59% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.17 |
2.97 |
| 1M High / 1M Low: |
3.17 |
2.52 |
| 6M High / 6M Low: |
3.17 |
1.18 |
| High (YTD): |
6/12/2024 |
3.17 |
| Low (YTD): |
1/5/2024 |
1.18 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.09 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.86 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.06 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
54.35% |
| Volatility 6M: |
|
62.53% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
