BNP Paribas Call 300 AP3 20.12.2024
/ DE000PN3Y2S2
BNP Paribas Call 300 AP3 20.12.20.../ DE000PN3Y2S2 /
2024-06-07 8:27:58 AM |
Chg.+0.040 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.950EUR |
+4.40% |
- Bid Size: - |
- Ask Size: - |
AIR PROD. CHEM. ... |
300.00 - |
2024-12-20 |
Call |
Master data
WKN: |
PN3Y2S |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
AIR PROD. CHEM. DL 1 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
300.00 - |
Maturity: |
2024-12-20 |
Issue date: |
2023-05-25 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
19.03 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.73 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.35 |
Historic volatility: |
0.25 |
Parity: |
-4.12 |
Time value: |
1.36 |
Break-even: |
313.60 |
Moneyness: |
0.86 |
Premium: |
0.21 |
Premium p.a.: |
0.43 |
Spread abs.: |
0.03 |
Spread %: |
2.26% |
Delta: |
0.35 |
Theta: |
-0.07 |
Omega: |
6.70 |
Rho: |
0.41 |
Quote data
Open: |
0.950 |
High: |
0.950 |
Low: |
0.950 |
Previous Close: |
0.910 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+41.79% |
1 Month |
|
|
+102.13% |
3 Months |
|
|
+30.14% |
YTD |
|
|
-50.26% |
1 Year |
|
|
-68.95% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.950 |
0.830 |
1M High / 1M Low: |
0.950 |
0.470 |
6M High / 6M Low: |
1.910 |
0.260 |
High (YTD): |
2024-01-02 |
1.900 |
Low (YTD): |
2024-02-08 |
0.260 |
52W High: |
2023-07-25 |
4.310 |
52W Low: |
2024-02-08 |
0.260 |
Avg. price 1W: |
|
0.912 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.726 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.866 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
2.039 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
174.14% |
Volatility 6M: |
|
170.92% |
Volatility 1Y: |
|
144.53% |
Volatility 3Y: |
|
- |