BNP Paribas Call 40 2OY 17.01.2025
/ DE000PZ09CQ3
BNP Paribas Call 40 2OY 17.01.202.../ DE000PZ09CQ3 /
| 2024-05-10 9:49:47 AM |
Chg.- |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.85EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
DOW INC. D... |
40.00 - |
2025-01-17 |
Call |
Master data
| WKN: |
PZ09CQ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
DOW INC. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 - |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-11-10 |
| Last trading day: |
2024-05-13 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.21 |
| Intrinsic value: |
1.11 |
| Implied volatility: |
0.82 |
| Historic volatility: |
0.17 |
| Parity: |
1.11 |
| Time value: |
0.72 |
| Break-even: |
58.30 |
| Moneyness: |
1.28 |
| Premium: |
0.14 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.77 |
| Theta: |
-0.02 |
| Omega: |
2.15 |
| Rho: |
0.13 |
Quote data
| Open: |
1.85 |
| High: |
1.85 |
| Low: |
1.85 |
| Previous Close: |
1.76 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+11.45% |
| 3 Months |
|
|
+12.80% |
| YTD |
|
|
+23.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.85 |
1.66 |
| 6M High / 6M Low: |
1.93 |
1.19 |
| High (YTD): |
2024-04-04 |
1.93 |
| Low (YTD): |
2024-01-17 |
1.26 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.75 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.54 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
42.94% |
| Volatility 6M: |
|
54.17% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
