BNP Paribas Call 24 PINS 20.12.2024
/ DE000PE84GM1
BNP Paribas Call 24 PINS 20.12.20.../ DE000PE84GM1 /
2024-09-24 4:35:31 PM |
Chg.+0.020 |
Bid2024-09-24 |
Ask2024-09-24 |
Underlying |
Strike price |
Expiration date |
Option type |
0.680EUR |
+3.03% |
0.680 Bid Size: 65,000 |
0.690 Ask Size: 65,000 |
Pinterest Inc |
24.00 - |
2024-12-20 |
Call |
Master data
WKN: |
PE84GM |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Pinterest Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
24.00 - |
Maturity: |
2024-12-20 |
Issue date: |
2023-02-14 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.09 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.42 |
Intrinsic value: |
0.34 |
Implied volatility: |
0.95 |
Historic volatility: |
0.39 |
Parity: |
0.34 |
Time value: |
0.33 |
Break-even: |
30.70 |
Moneyness: |
1.14 |
Premium: |
0.12 |
Premium p.a.: |
0.61 |
Spread abs.: |
0.01 |
Spread %: |
1.52% |
Delta: |
0.70 |
Theta: |
-0.03 |
Omega: |
2.88 |
Rho: |
0.03 |
Quote data
Open: |
0.680 |
High: |
0.710 |
Low: |
0.680 |
Previous Close: |
0.660 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+17.24% |
1 Month |
|
|
-18.07% |
3 Months |
|
|
-63.64% |
YTD |
|
|
-51.08% |
1 Year |
|
|
-8.11% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.680 |
0.580 |
1M High / 1M Low: |
0.810 |
0.550 |
6M High / 6M Low: |
2.060 |
0.550 |
High (YTD): |
2024-06-25 |
2.060 |
Low (YTD): |
2024-09-13 |
0.550 |
52W High: |
2024-06-25 |
2.060 |
52W Low: |
2024-09-13 |
0.550 |
Avg. price 1W: |
|
0.640 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.664 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.298 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.228 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
94.94% |
Volatility 6M: |
|
116.22% |
Volatility 1Y: |
|
111.10% |
Volatility 3Y: |
|
- |