BNP Paribas Call 241.564 VOLV/B 20.12.2024
/ DE000PN7EZU7
BNP Paribas Call 241.564 VOLV/B 2.../ DE000PN7EZU7 /
| 20/09/2024 08:37:06 |
Chg.-0.06 |
Bid22:00:29 |
Ask22:00:29 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.63EUR |
-2.23% |
-
Bid Size: - |
-
Ask Size: - |
Volvo, AB ser. B |
241.5635 SEK |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
17/08/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
1:1.03 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.36 |
| Intrinsic value: |
1.79 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.25 |
| Parity: |
1.79 |
| Time value: |
0.88 |
| Break-even: |
23.85 |
| Moneyness: |
1.08 |
| Premium: |
0.04 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.16 |
| Spread %: |
6.37% |
| Delta: |
0.73 |
| Theta: |
-0.01 |
| Omega: |
6.51 |
| Rho: |
0.04 |
Quote data
| Open: |
2.63 |
| High: |
2.63 |
| Low: |
2.63 |
| Previous Close: |
2.69 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+34.18% |
| 1 Month |
|
|
-10.85% |
| 3 Months |
|
|
-22.42% |
| YTD |
|
|
-9.31% |
| 1 Year |
|
|
+54.71% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.69 |
2.10 |
| 1M High / 1M Low: |
3.51 |
1.96 |
| 6M High / 6M Low: |
6.48 |
1.96 |
| High (YTD): |
28/03/2024 |
6.48 |
| Low (YTD): |
22/01/2024 |
1.85 |
| 52W High: |
28/03/2024 |
6.48 |
| 52W Low: |
07/11/2023 |
1.06 |
| Avg. price 1W: |
|
2.40 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.68 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.91 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
3.13 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
121.82% |
| Volatility 6M: |
|
114.27% |
| Volatility 1Y: |
|
108.07% |
| Volatility 3Y: |
|
- |
