BNP Paribas Call 28 MOR 20.12.2024
/ DE000PN5L2H8
BNP Paribas Call 28 MOR 20.12.202.../ DE000PN5L2H8 /
| 2024-05-15 1:21:06 PM |
Chg.0.000 |
Bid2024-05-15 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.690EUR |
0.00% |
2.690
Bid Size: 36,750 |
-
Ask Size: - |
MORPHOSYS AG O.N. |
28.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
PN5L2H |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
MORPHOSYS AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
28.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-07-03 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
25.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
41.28 |
| Intrinsic value: |
39.85 |
| Implied volatility: |
- |
| Historic volatility: |
0.79 |
| Parity: |
39.85 |
| Time value: |
-37.16 |
| Break-even: |
30.69 |
| Moneyness: |
2.42 |
| Premium: |
-0.55 |
| Premium p.a.: |
-0.73 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
2.700 |
| High: |
2.700 |
| Low: |
2.690 |
| Previous Close: |
2.690 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-1.47% |
| 3 Months |
|
|
+10.25% |
| YTD |
|
|
+42.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.690 |
2.690 |
| 1M High / 1M Low: |
2.730 |
2.680 |
| 6M High / 6M Low: |
2.800 |
0.540 |
| High (YTD): |
2024-04-10 |
2.800 |
| Low (YTD): |
2024-01-19 |
1.680 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.690 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.696 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.156 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
3.51% |
| Volatility 6M: |
|
128.42% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
