BNP Paribas Call 30 ADEN 21.06.2024
/ DE000PN2CWH6
BNP Paribas Call 30 ADEN 21.06.20.../ DE000PN2CWH6 /
| 2024-06-07 4:21:23 PM |
Chg.-0.010 |
Bid5:18:21 PM |
Ask5:18:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.340EUR |
-2.86% |
-
Bid Size: - |
-
Ask Size: - |
ADECCO N |
30.00 CHF |
2024-06-21 |
Call |
Master data
| WKN: |
PN2CWH |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ADECCO N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
30.00 CHF |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-04-21 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.32 |
| Intrinsic value: |
0.31 |
| Implied volatility: |
0.73 |
| Historic volatility: |
0.30 |
| Parity: |
0.31 |
| Time value: |
0.07 |
| Break-even: |
34.78 |
| Moneyness: |
1.10 |
| Premium: |
0.02 |
| Premium p.a.: |
0.74 |
| Spread abs.: |
0.04 |
| Spread %: |
11.76% |
| Delta: |
0.78 |
| Theta: |
-0.06 |
| Omega: |
7.00 |
| Rho: |
0.01 |
Quote data
| Open: |
0.350 |
| High: |
0.370 |
| Low: |
0.310 |
| Previous Close: |
0.350 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.93% |
| 1 Month |
|
|
+6.25% |
| 3 Months |
|
|
-39.29% |
| YTD |
|
|
-72.80% |
| 1 Year |
|
|
+21.43% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.450 |
0.340 |
| 1M High / 1M Low: |
0.670 |
0.340 |
| 6M High / 6M Low: |
1.300 |
0.200 |
| High (YTD): |
2024-01-08 |
1.190 |
| Low (YTD): |
2024-04-16 |
0.200 |
| 52W High: |
2023-12-01 |
1.310 |
| 52W Low: |
2024-04-16 |
0.200 |
| Avg. price 1W: |
|
0.388 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.520 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.670 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.730 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
140.45% |
| Volatility 6M: |
|
170.23% |
| Volatility 1Y: |
|
149.56% |
| Volatility 3Y: |
|
- |
