BNP Paribas Call 55 DOW 21.06.2024
/ DE000PN33DJ2
BNP Paribas Call 55 DOW 21.06.202.../ DE000PN33DJ2 /
2024-06-10 8:14:43 AM |
Chg.-0.010 |
Bid10:14:56 AM |
Ask10:14:56 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.120EUR |
-7.69% |
0.110 Bid Size: 10,000 |
0.130 Ask Size: 10,000 |
Dow Inc |
55.00 USD |
2024-06-21 |
Call |
Master data
WKN: |
PN33DJ |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Dow Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
55.00 USD |
Maturity: |
2024-06-21 |
Issue date: |
2023-05-31 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
36.93 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.11 |
Intrinsic value: |
0.07 |
Implied volatility: |
0.28 |
Historic volatility: |
0.17 |
Parity: |
0.07 |
Time value: |
0.07 |
Break-even: |
52.43 |
Moneyness: |
1.01 |
Premium: |
0.01 |
Premium p.a.: |
0.59 |
Spread abs.: |
0.01 |
Spread %: |
7.69% |
Delta: |
0.63 |
Theta: |
-0.05 |
Omega: |
23.10 |
Rho: |
0.01 |
Quote data
Open: |
0.120 |
High: |
0.120 |
Low: |
0.120 |
Previous Close: |
0.130 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-55.56% |
1 Month |
|
|
-74.47% |
3 Months |
|
|
-70.73% |
YTD |
|
|
-67.57% |
1 Year |
|
|
-71.43% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.270 |
0.110 |
1M High / 1M Low: |
0.470 |
0.110 |
6M High / 6M Low: |
0.570 |
0.110 |
High (YTD): |
2024-04-04 |
0.570 |
Low (YTD): |
2024-06-05 |
0.110 |
52W High: |
2024-04-04 |
0.570 |
52W Low: |
2024-06-05 |
0.110 |
Avg. price 1W: |
|
0.160 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.291 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.324 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.339 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
336.33% |
Volatility 6M: |
|
221.22% |
Volatility 1Y: |
|
182.38% |
Volatility 3Y: |
|
- |