BNP Paribas Call 40 FIE 20.09.2024
/ DE000PN8UCC8
BNP Paribas Call 40 FIE 20.09.202.../ DE000PN8UCC8 /
| 2024-05-27 11:07:28 AM |
Chg.-0.010 |
Bid2024-05-27 |
Ask2024-05-27 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.500EUR |
-1.96% |
0.500
Bid Size: 27,800 |
0.520
Ask Size: 27,800 |
FIELMANN GROUP AG O.... |
40.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
PN8UCC |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
FIELMANN GROUP AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-26 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.53 |
| Intrinsic value: |
0.43 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.23 |
| Parity: |
0.43 |
| Time value: |
0.12 |
| Break-even: |
45.40 |
| Moneyness: |
1.11 |
| Premium: |
0.03 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
3.85% |
| Delta: |
0.81 |
| Theta: |
-0.01 |
| Omega: |
6.66 |
| Rho: |
0.10 |
Quote data
| Open: |
0.510 |
| High: |
0.510 |
| Low: |
0.500 |
| Previous Close: |
0.510 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-32.43% |
| 1 Month |
|
|
+4.17% |
| 3 Months |
|
|
-16.67% |
| YTD |
|
|
-54.55% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.740 |
0.510 |
| 1M High / 1M Low: |
0.850 |
0.500 |
| 6M High / 6M Low: |
1.130 |
0.390 |
| High (YTD): |
2024-01-22 |
1.050 |
| Low (YTD): |
2024-04-16 |
0.390 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.646 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.711 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.723 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
183.24% |
| Volatility 6M: |
|
110.06% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
