BNP Paribas Call 241.564 VOLV/B 20.12.2024
/ DE000PN7EZU7
BNP Paribas Call 241.564 VOLV/B 2.../ DE000PN7EZU7 /
| 2024-06-18 6:21:10 PM |
Chg.+0.080 |
Bid7:11:45 PM |
Ask7:11:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.380EUR |
+2.42% |
-
Bid Size: - |
-
Ask Size: - |
Volvo, AB ser. B |
241.5635 SEK |
2024-12-20 |
Call |
Master data
| WKN: |
PN7EZU |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Volvo, AB ser. B |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
241.56 SEK |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-08-17 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1.03 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.05 |
| Intrinsic value: |
2.10 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.23 |
| Parity: |
2.10 |
| Time value: |
1.35 |
| Break-even: |
24.81 |
| Moneyness: |
1.09 |
| Premium: |
0.06 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.16 |
| Spread %: |
4.86% |
| Delta: |
0.73 |
| Theta: |
-0.01 |
| Omega: |
5.15 |
| Rho: |
0.07 |
Quote data
| Open: |
3.340 |
| High: |
3.390 |
| Low: |
3.240 |
| Previous Close: |
3.300 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.29% |
| 1 Month |
|
|
-29.14% |
| 3 Months |
|
|
-37.52% |
| YTD |
|
|
+18.60% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.050 |
3.220 |
| 1M High / 1M Low: |
5.010 |
3.220 |
| 6M High / 6M Low: |
6.310 |
1.850 |
| High (YTD): |
2024-03-26 |
6.310 |
| Low (YTD): |
2024-01-22 |
1.850 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.606 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.400 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.928 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
112.38% |
| Volatility 6M: |
|
86.83% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
