BNP Paribas Call 40 EUZ 20.12.2024
/ DE000PN7DBT2
BNP Paribas Call 40 EUZ 20.12.202.../ DE000PN7DBT2 /
| 6/14/2024 9:20:40 PM |
Chg.-0.090 |
Bid9:58:03 PM |
Ask9:58:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.850EUR |
-9.57% |
0.860
Bid Size: 3,489 |
0.880
Ask Size: 3,410 |
ECKERT+ZIEGLER INH ... |
40.00 - |
12/20/2024 |
Call |
Master data
| WKN: |
PN7DBT |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ECKERT+ZIEGLER INH O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 - |
| Maturity: |
12/20/2024 |
| Issue date: |
8/16/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.80 |
| Intrinsic value: |
0.48 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.40 |
| Parity: |
0.48 |
| Time value: |
0.40 |
| Break-even: |
48.80 |
| Moneyness: |
1.12 |
| Premium: |
0.09 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.02 |
| Spread %: |
2.33% |
| Delta: |
0.71 |
| Theta: |
-0.02 |
| Omega: |
3.64 |
| Rho: |
0.12 |
Quote data
| Open: |
0.950 |
| High: |
0.950 |
| Low: |
0.840 |
| Previous Close: |
0.940 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-24.11% |
| 1 Month |
|
|
-15.00% |
| 3 Months |
|
|
+70.00% |
| YTD |
|
|
+2.41% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.110 |
0.850 |
| 1M High / 1M Low: |
1.150 |
0.820 |
| 6M High / 6M Low: |
1.150 |
0.270 |
| High (YTD): |
6/4/2024 |
1.150 |
| Low (YTD): |
4/19/2024 |
0.270 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.012 |
| Avg. volume 1W: |
|
116 |
| Avg. price 1M: |
|
0.999 |
| Avg. volume 1M: |
|
48.696 |
| Avg. price 6M: |
|
0.746 |
| Avg. volume 6M: |
|
16.320 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
117.97% |
| Volatility 6M: |
|
178.11% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
