BNP Paribas Call 48 2OY 21.06.2024
/ DE000PN33DF0
BNP Paribas Call 48 2OY 21.06.202.../ DE000PN33DF0 /
10/05/2024 13:20:24 |
Chg.- |
Bid22:00:37 |
Ask22:00:37 |
Underlying |
Strike price |
Expiration date |
Option type |
1.10EUR |
- |
- Bid Size: - |
- Ask Size: - |
DOW INC. D... |
48.00 - |
21/06/2024 |
Call |
Master data
WKN: |
PN33DF |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
DOW INC. DL-,01 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
48.00 - |
Maturity: |
21/06/2024 |
Issue date: |
31/05/2023 |
Last trading day: |
13/05/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.82 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.37 |
Intrinsic value: |
0.36 |
Implied volatility: |
2.36 |
Historic volatility: |
0.17 |
Parity: |
0.36 |
Time value: |
0.71 |
Break-even: |
58.70 |
Moneyness: |
1.07 |
Premium: |
0.14 |
Premium p.a.: |
36.44 |
Spread abs.: |
-0.01 |
Spread %: |
-0.93% |
Delta: |
0.65 |
Theta: |
-0.33 |
Omega: |
3.14 |
Rho: |
0.01 |
Quote data
Open: |
1.10 |
High: |
1.10 |
Low: |
1.10 |
Previous Close: |
1.00 |
Turnover: |
0.00 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+10.00% |
3 Months |
|
|
+19.57% |
YTD |
|
|
+35.80% |
1 Year |
|
|
+44.74% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
1.10 |
1.00 |
6M High / 6M Low: |
1.16 |
0.53 |
High (YTD): |
04/04/2024 |
1.16 |
Low (YTD): |
18/01/2024 |
0.57 |
52W High: |
04/04/2024 |
1.16 |
52W Low: |
08/11/2023 |
0.37 |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
1.05 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
0.81 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
0.75 |
Avg. volume 1Y: |
|
25.52 |
Volatility 1M: |
|
- |
Volatility 6M: |
|
109.06% |
Volatility 1Y: |
|
103.90% |
Volatility 3Y: |
|
- |