BNP Paribas Call 2 RR/ 21.06.2024
/ DE000PN7L2L8
BNP Paribas Call 2 RR/ 21.06.2024/ DE000PN7L2L8 /
| 6/14/2024 5:21:10 PM |
Chg.-0.090 |
Bid5:28:12 PM |
Ask5:28:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.030EUR |
-2.88% |
3.040
Bid Size: 10,000 |
3.080
Ask Size: 10,000 |
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: |
3.05 |
| Intrinsic value: |
3.05 |
| Implied volatility: |
3.75 |
| Historic volatility: |
0.42 |
| Parity: |
3.05 |
| Time value: |
0.03 |
| Break-even: |
5.45 |
| Moneyness: |
2.29 |
| Premium: |
0.01 |
| Premium p.a.: |
0.41 |
| Spread abs.: |
0.04 |
| Spread %: |
1.32% |
| Delta: |
0.98 |
| Theta: |
-0.01 |
| Omega: |
1.72 |
| Rho: |
0.00 |
Quote data
| Open: |
3.060 |
| High: |
3.060 |
| Low: |
2.990 |
| Previous Close: |
3.120 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.00% |
| 1 Month |
|
|
+14.34% |
| 3 Months |
|
|
+32.89% |
| YTD |
|
|
+142.40% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.160 |
3.030 |
| 1M High / 1M Low: |
3.160 |
2.570 |
| 6M High / 6M Low: |
3.160 |
1.170 |
| High (YTD): |
6/12/2024 |
3.160 |
| Low (YTD): |
1/5/2024 |
1.200 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.106 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.901 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.079 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
41.10% |
| Volatility 6M: |
|
58.01% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
