BNP Paribas Call 55 BSN 20.09.2024
/ DE000PN8XPZ5
BNP Paribas Call 55 BSN 20.09.202.../ DE000PN8XPZ5 /
| 2024-06-11 8:20:39 PM |
Chg.+0.020 |
Bid9:09:19 PM |
Ask9:09:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.590EUR |
+3.51% |
0.590
Bid Size: 7,800 |
0.640
Ask Size: 7,800 |
DANONE S.A. EO -,25 |
55.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
PN8XPZ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
DANONE S.A. EO -,25 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
55.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-27 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.51 |
| Intrinsic value: |
0.43 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.13 |
| Parity: |
0.43 |
| Time value: |
0.19 |
| Break-even: |
61.20 |
| Moneyness: |
1.08 |
| Premium: |
0.03 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.05 |
| Spread %: |
8.77% |
| Delta: |
0.75 |
| Theta: |
-0.02 |
| Omega: |
7.21 |
| Rho: |
0.11 |
Quote data
| Open: |
0.570 |
| High: |
0.590 |
| Low: |
0.540 |
| Previous Close: |
0.570 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.28% |
| 1 Month |
|
|
-3.28% |
| 3 Months |
|
|
+13.46% |
| YTD |
|
|
0.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.610 |
0.570 |
| 1M High / 1M Low: |
0.640 |
0.510 |
| 6M High / 6M Low: |
0.840 |
0.350 |
| High (YTD): |
2024-01-29 |
0.840 |
| Low (YTD): |
2024-04-10 |
0.350 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.590 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.587 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.604 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
85.02% |
| Volatility 6M: |
|
104.59% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
