BNP Paribas Call 35 EUZ 21.06.2024
/ DE000PN76TH1
BNP Paribas Call 35 EUZ 21.06.202.../ DE000PN76TH1 /
| 6/14/2024 9:20:40 PM |
Chg.-0.110 |
Bid9:58:05 PM |
Ask9:58:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.950EUR |
-10.38% |
0.950
Bid Size: 3,158 |
1.030
Ask Size: 2,913 |
ECKERT+ZIEGLER INH ... |
35.00 - |
6/21/2024 |
Call |
Master data
| WKN: |
PN76TH |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ECKERT+ZIEGLER INH O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
35.00 - |
| Maturity: |
6/21/2024 |
| Issue date: |
9/7/2023 |
| Last trading day: |
6/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.08 |
| Intrinsic value: |
1.08 |
| Implied volatility: |
1.69 |
| Historic volatility: |
0.39 |
| Parity: |
1.08 |
| Time value: |
0.06 |
| Break-even: |
46.40 |
| Moneyness: |
1.31 |
| Premium: |
0.01 |
| Premium p.a.: |
0.97 |
| Spread abs.: |
0.08 |
| Spread %: |
7.55% |
| Delta: |
0.90 |
| Theta: |
-0.14 |
| Omega: |
3.61 |
| Rho: |
0.01 |
Quote data
| Open: |
1.080 |
| High: |
1.080 |
| Low: |
0.930 |
| Previous Close: |
1.060 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.78% |
| 1 Month |
|
|
+4.40% |
| 3 Months |
|
|
+82.69% |
| YTD |
|
|
+3.26% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.280 |
1.060 |
| 1M High / 1M Low: |
1.310 |
0.910 |
| 6M High / 6M Low: |
1.330 |
0.190 |
| High (YTD): |
1/29/2024 |
1.330 |
| Low (YTD): |
4/19/2024 |
0.190 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.214 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.129 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.806 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
148.79% |
| Volatility 6M: |
|
250.04% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
