BNP Paribas Call 45 BAER 20.12.2024
/ DE000PZ081X5
BNP Paribas Call 45 BAER 20.12.20.../ DE000PZ081X5 /
| 2024-06-04 4:21:10 PM |
Chg.-0.040 |
Bid5:13:01 PM |
Ask5:13:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.120EUR |
-3.45% |
-
Bid Size: - |
-
Ask Size: - |
JULIUS BAER N |
45.00 CHF |
2024-12-20 |
Call |
Master data
| WKN: |
PZ081X |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
JULIUS BAER N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 CHF |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-11-10 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.11 |
| Intrinsic value: |
0.92 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.29 |
| Parity: |
0.92 |
| Time value: |
0.23 |
| Break-even: |
57.57 |
| Moneyness: |
1.20 |
| Premium: |
0.04 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
1.77% |
| Delta: |
0.83 |
| Theta: |
-0.01 |
| Omega: |
3.98 |
| Rho: |
0.19 |
Quote data
| Open: |
1.150 |
| High: |
1.150 |
| Low: |
1.090 |
| Previous Close: |
1.160 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.75% |
| 1 Month |
|
|
+14.29% |
| 3 Months |
|
|
+103.64% |
| YTD |
|
|
+60.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.160 |
1.080 |
| 1M High / 1M Low: |
1.260 |
1.000 |
| 6M High / 6M Low: |
1.260 |
0.470 |
| High (YTD): |
2024-05-23 |
1.260 |
| Low (YTD): |
2024-02-28 |
0.470 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.108 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.123 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.744 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
73.53% |
| Volatility 6M: |
|
119.26% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
