BNP Paribas Call 280 AMGN 21.06.2024
/ DE000PN6Z7K4
BNP Paribas Call 280 AMGN 21.06.2.../ DE000PN6Z7K4 /
2024-05-24 9:50:33 PM |
Chg.-0.090 |
Bid9:59:34 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
2.520EUR |
-3.45% |
2.530 Bid Size: 4,500 |
- Ask Size: - |
Amgen Inc |
280.00 USD |
2024-06-21 |
Call |
Master data
WKN: |
PN6Z7K |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Amgen Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
280.00 USD |
Maturity: |
2024-06-21 |
Issue date: |
2023-08-11 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
11.19 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.50 |
Intrinsic value: |
2.38 |
Implied volatility: |
0.24 |
Historic volatility: |
0.22 |
Parity: |
2.38 |
Time value: |
0.14 |
Break-even: |
283.33 |
Moneyness: |
1.09 |
Premium: |
0.00 |
Premium p.a.: |
0.07 |
Spread abs.: |
-0.01 |
Spread %: |
-0.40% |
Delta: |
0.92 |
Theta: |
-0.07 |
Omega: |
10.33 |
Rho: |
0.17 |
Quote data
Open: |
2.620 |
High: |
2.670 |
Low: |
2.420 |
Previous Close: |
2.610 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-20.00% |
1 Month |
|
|
+265.22% |
3 Months |
|
|
+18.31% |
YTD |
|
|
+11.01% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.340 |
2.520 |
1M High / 1M Low: |
3.680 |
0.690 |
6M High / 6M Low: |
4.760 |
0.580 |
High (YTD): |
2024-02-01 |
4.760 |
Low (YTD): |
2024-04-18 |
0.580 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.930 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.426 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.078 |
Avg. volume 6M: |
|
76.532 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
718.05% |
Volatility 6M: |
|
331.60% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |