BNP Paribas Call 42 8GM 21.06.2024
/ DE000PN5A7M0
BNP Paribas Call 42 8GM 21.06.202.../ DE000PN5A7M0 /
| 2024-06-13 1:46:52 PM |
Chg.+0.020 |
Bid1:53:07 PM |
Ask1:53:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.620EUR |
+3.33% |
0.630
Bid Size: 26,000 |
-
Ask Size: - |
GENERAL MOTORS D... |
42.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
PN5A7M |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
GENERAL MOTORS DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
42.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-06-27 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.32 |
| Intrinsic value: |
0.32 |
| Implied volatility: |
1.80 |
| Historic volatility: |
0.26 |
| Parity: |
0.32 |
| Time value: |
0.32 |
| Break-even: |
48.40 |
| Moneyness: |
1.08 |
| Premium: |
0.07 |
| Premium p.a.: |
21.97 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.66 |
| Theta: |
-0.28 |
| Omega: |
4.66 |
| Rho: |
0.01 |
Quote data
| Open: |
0.640 |
| High: |
0.640 |
| Low: |
0.620 |
| Previous Close: |
0.600 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+87.88% |
| 1 Month |
|
|
+82.35% |
| 3 Months |
|
|
+416.67% |
| YTD |
|
|
+416.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.600 |
0.330 |
| 1M High / 1M Low: |
0.600 |
0.100 |
| 6M High / 6M Low: |
0.600 |
0.062 |
| High (YTD): |
2024-06-12 |
0.600 |
| Low (YTD): |
2024-01-24 |
0.062 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.428 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.308 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.225 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
460.30% |
| Volatility 6M: |
|
316.14% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
