BNP Paribas Call 30 PINS 20.12.2024
/ DE000PE84GR0
BNP Paribas Call 30 PINS 20.12.20.../ DE000PE84GR0 /
| 21/06/2024 10:12:37 |
Chg.-0.02 |
Bid20:24:28 |
Ask20:24:28 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.46EUR |
-1.35% |
1.40
Bid Size: 43,000 |
1.41
Ask Size: 43,000 |
Pinterest Inc |
30.00 - |
20/12/2024 |
Call |
Master data
| WKN: |
PE84GR |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Pinterest Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
30.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
14/02/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.22 |
| Intrinsic value: |
1.11 |
| Implied volatility: |
0.76 |
| Historic volatility: |
0.40 |
| Parity: |
1.11 |
| Time value: |
0.35 |
| Break-even: |
44.60 |
| Moneyness: |
1.37 |
| Premium: |
0.08 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.01 |
| Spread %: |
0.69% |
| Delta: |
0.81 |
| Theta: |
-0.02 |
| Omega: |
2.29 |
| Rho: |
0.09 |
Quote data
| Open: |
1.46 |
| High: |
1.46 |
| Low: |
1.46 |
| Previous Close: |
1.48 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.06% |
| 1 Month |
|
|
+12.31% |
| 3 Months |
|
|
+87.18% |
| YTD |
|
|
+43.14% |
| 1 Year |
|
|
+265.00% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.48 |
1.28 |
| 1M High / 1M Low: |
1.48 |
1.18 |
| 6M High / 6M Low: |
1.48 |
0.57 |
| High (YTD): |
20/06/2024 |
1.48 |
| Low (YTD): |
25/04/2024 |
0.57 |
| 52W High: |
20/06/2024 |
1.48 |
| 52W Low: |
27/10/2023 |
0.37 |
| Avg. price 1W: |
|
1.41 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.30 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.02 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.80 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
79.35% |
| Volatility 6M: |
|
135.28% |
| Volatility 1Y: |
|
132.44% |
| Volatility 3Y: |
|
- |
