BNP Paribas Call 240 AMG 21.06.2024
/ DE000PN6Z7G2
BNP Paribas Call 240 AMG 21.06.20.../ DE000PN6Z7G2 /
| 10/05/2024 09:23:19 |
Chg.- |
Bid22:00:37 |
Ask22:00:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.85EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
AMGEN INC. DL-... |
240.00 - |
21/06/2024 |
Call |
Master data
| WKN: |
PN6Z7G |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
AMGEN INC. DL-,0001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
240.00 - |
| Maturity: |
21/06/2024 |
| Issue date: |
11/08/2023 |
| Last trading day: |
13/05/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.24 |
| Intrinsic value: |
4.19 |
| Implied volatility: |
1.67 |
| Historic volatility: |
0.22 |
| Parity: |
4.19 |
| Time value: |
2.32 |
| Break-even: |
305.10 |
| Moneyness: |
1.17 |
| Premium: |
0.08 |
| Premium p.a.: |
3.23 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.73 |
| Theta: |
-0.93 |
| Omega: |
3.16 |
| Rho: |
0.08 |
Quote data
| Open: |
6.85 |
| High: |
6.85 |
| Low: |
6.85 |
| Previous Close: |
6.25 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+95.16% |
| 3 Months |
|
|
+86.65% |
| YTD |
|
|
+36.73% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
7.09 |
3.51 |
| 6M High / 6M Low: |
8.26 |
2.57 |
| High (YTD): |
05/02/2024 |
8.26 |
| Low (YTD): |
19/04/2024 |
2.57 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
5.97 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.79 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
677.39% |
| Volatility 6M: |
|
188.31% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
