BNP Paribas Call 220 CDNS 21.06.2024
/ DE000PN7B1R9
BNP Paribas Call 220 CDNS 21.06.2.../ DE000PN7B1R9 /
| 4/16/2024 9:50:42 PM |
Chg.-0.060 |
Bid9:59:50 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.920EUR |
-0.75% |
-
Bid Size: - |
-
Ask Size: - |
Cadence Design Syste... |
220.00 - |
6/21/2024 |
Call |
Master data
| WKN: |
PN7B1R |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Cadence Design Systems Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 - |
| Maturity: |
6/21/2024 |
| Issue date: |
8/16/2023 |
| Last trading day: |
4/17/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.01 |
| Intrinsic value: |
4.92 |
| Implied volatility: |
1.66 |
| Historic volatility: |
0.26 |
| Parity: |
4.92 |
| Time value: |
2.97 |
| Break-even: |
298.90 |
| Moneyness: |
1.22 |
| Premium: |
0.11 |
| Premium p.a.: |
1.89 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.74 |
| Theta: |
-0.64 |
| Omega: |
2.54 |
| Rho: |
0.12 |
Quote data
| Open: |
7.980 |
| High: |
7.990 |
| Low: |
7.530 |
| Previous Close: |
7.980 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
+11.08% |
| YTD |
|
|
+34.47% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
9.860 |
4.250 |
| High (YTD): |
3/21/2024 |
9.860 |
| Low (YTD): |
1/5/2024 |
4.250 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
7.151 |
| Avg. volume 6M: |
|
2.913 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
93.50% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
