BNP Paribas Call 45 BAER 20.09.2024
/ DE000PZ081W7
BNP Paribas Call 45 BAER 20.09.20.../ DE000PZ081W7 /
| 2024-06-04 2:21:34 PM |
Chg.-0.040 |
Bid3:15:01 PM |
Ask3:15:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.040EUR |
-3.70% |
1.040
Bid Size: 22,000 |
1.060
Ask Size: 22,000 |
JULIUS BAER N |
45.00 CHF |
2024-09-20 |
Call |
Master data
| WKN: |
PZ081W |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
JULIUS BAER N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 CHF |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-10 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.01 |
| Intrinsic value: |
0.92 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.29 |
| Parity: |
0.92 |
| Time value: |
0.15 |
| Break-even: |
56.77 |
| Moneyness: |
1.20 |
| Premium: |
0.03 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.02 |
| Spread %: |
1.90% |
| Delta: |
0.85 |
| Theta: |
-0.02 |
| Omega: |
4.38 |
| Rho: |
0.11 |
Quote data
| Open: |
1.070 |
| High: |
1.070 |
| Low: |
1.010 |
| Previous Close: |
1.080 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.00% |
| 1 Month |
|
|
+18.18% |
| 3 Months |
|
|
+116.67% |
| YTD |
|
|
+62.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.080 |
0.990 |
| 1M High / 1M Low: |
1.190 |
0.910 |
| 6M High / 6M Low: |
1.190 |
0.390 |
| High (YTD): |
2024-05-23 |
1.190 |
| Low (YTD): |
2024-02-28 |
0.390 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.020 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.038 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.670 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
85.36% |
| Volatility 6M: |
|
142.70% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
