BNP Paribas Call 50 ERIC/B 20.12.2024
/ DE000PN7EZK8
BNP Paribas Call 50 ERIC/B 20.12..../ DE000PN7EZK8 /
| 14/06/2024 08:36:49 |
Chg.-0.06 |
Bid22:00:37 |
Ask22:00:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.23EUR |
-4.65% |
-
Bid Size: - |
-
Ask Size: - |
Ericsson, Telefonab.... |
50.00 SEK |
20/12/2024 |
Call |
Master data
| WKN: |
PN7EZK |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Ericsson, Telefonab. L M ser. B |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
50.00 SEK |
| Maturity: |
20/12/2024 |
| Issue date: |
17/08/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.25 |
| Intrinsic value: |
1.11 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.28 |
| Parity: |
1.11 |
| Time value: |
0.13 |
| Break-even: |
5.68 |
| Moneyness: |
1.25 |
| Premium: |
0.02 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.05 |
| Spread %: |
4.20% |
| Delta: |
0.91 |
| Theta: |
0.00 |
| Omega: |
4.08 |
| Rho: |
0.02 |
Quote data
| Open: |
1.23 |
| High: |
1.23 |
| Low: |
1.23 |
| Previous Close: |
1.29 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.45% |
| 1 Month |
|
|
+8.85% |
| 3 Months |
|
|
+26.80% |
| YTD |
|
|
-13.99% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.49 |
1.23 |
| 1M High / 1M Low: |
1.56 |
1.13 |
| 6M High / 6M Low: |
1.56 |
0.71 |
| High (YTD): |
07/06/2024 |
1.56 |
| Low (YTD): |
18/04/2024 |
0.71 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.37 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.34 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.05 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
75.95% |
| Volatility 6M: |
|
104.20% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
