BNP Paribas Call 40 GBF 21.06.2024
/ DE000PZ09XK2
BNP Paribas Call 40 GBF 21.06.202.../ DE000PZ09XK2 /
24/05/2024 18:18:15 |
Chg.- |
Bid22:00:41 |
Ask22:00:41 |
Underlying |
Strike price |
Expiration date |
Option type |
1.09EUR |
- |
- Bid Size: - |
- Ask Size: - |
BILFINGER SE O.N. |
40.00 - |
21/06/2024 |
Call |
Master data
WKN: |
PZ09XK |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
BILFINGER SE O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
40.00 - |
Maturity: |
21/06/2024 |
Issue date: |
10/11/2023 |
Last trading day: |
27/05/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
4.53 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.04 |
Intrinsic value: |
1.03 |
Implied volatility: |
0.86 |
Historic volatility: |
0.26 |
Parity: |
1.03 |
Time value: |
0.08 |
Break-even: |
51.10 |
Moneyness: |
1.26 |
Premium: |
0.02 |
Premium p.a.: |
0.28 |
Spread abs.: |
0.03 |
Spread %: |
2.78% |
Delta: |
0.88 |
Theta: |
-0.05 |
Omega: |
3.99 |
Rho: |
0.02 |
Quote data
Open: |
1.07 |
High: |
1.10 |
Low: |
1.04 |
Previous Close: |
1.08 |
Turnover: |
0.00 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
+3.81% |
1 Month |
|
|
+109.62% |
3 Months |
|
|
+153.49% |
YTD |
|
|
+1111.11% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.09 |
1.05 |
1M High / 1M Low: |
1.17 |
0.40 |
6M High / 6M Low: |
1.17 |
0.06 |
High (YTD): |
20/05/2024 |
1.17 |
Low (YTD): |
03/01/2024 |
0.06 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.07 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
0.74 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
0.35 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
186.01% |
Volatility 6M: |
|
258.51% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |