BNP Paribas Call 25 EUZ 20.12.2024
/ DE000PN8VKR7
BNP Paribas Call 25 EUZ 20.12.202.../ DE000PN8VKR7 /
6/14/2024 9:20:48 PM |
Chg.-0.120 |
Bid6/14/2024 |
Ask6/14/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
2.060EUR |
-5.50% |
2.060 Bid Size: 1,460 |
2.100 Ask Size: 1,460 |
ECKERT+ZIEGLER INH ... |
25.00 - |
12/20/2024 |
Call |
Master data
WKN: |
PN8VKR |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
ECKERT+ZIEGLER INH O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
25.00 - |
Maturity: |
12/20/2024 |
Issue date: |
9/26/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
2.14 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.04 |
Intrinsic value: |
1.98 |
Implied volatility: |
0.65 |
Historic volatility: |
0.40 |
Parity: |
1.98 |
Time value: |
0.12 |
Break-even: |
46.00 |
Moneyness: |
1.79 |
Premium: |
0.03 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.04 |
Spread %: |
1.94% |
Delta: |
0.94 |
Theta: |
-0.01 |
Omega: |
2.00 |
Rho: |
0.11 |
Quote data
Open: |
2.190 |
High: |
2.190 |
Low: |
2.040 |
Previous Close: |
2.180 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-13.45% |
1 Month |
|
|
-6.36% |
3 Months |
|
|
+47.14% |
YTD |
|
|
+11.96% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.380 |
2.060 |
1M High / 1M Low: |
2.410 |
2.000 |
6M High / 6M Low: |
2.410 |
1.030 |
High (YTD): |
6/6/2024 |
2.410 |
Low (YTD): |
4/19/2024 |
1.030 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.260 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.225 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.779 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
65.77% |
Volatility 6M: |
|
99.48% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |