BNP Paribas Call 60 BAER 20.09.2024
/ DE000PN8TJA9
BNP Paribas Call 60 BAER 20.09.20.../ DE000PN8TJA9 /
| 2024-06-03 10:08:10 AM |
Chg.- |
Bid9:48:41 AM |
Ask9:48:41 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.140EUR |
- |
0.130
Bid Size: 44,000 |
0.140
Ask Size: 44,000 |
JULIUS BAER N |
60.00 CHF |
2024-09-20 |
Call |
Master data
| WKN: |
PN8TJA |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
JULIUS BAER N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 CHF |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-26 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
39.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.15 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.29 |
| Parity: |
-0.62 |
| Time value: |
0.14 |
| Break-even: |
62.83 |
| Moneyness: |
0.90 |
| Premium: |
0.14 |
| Premium p.a.: |
0.54 |
| Spread abs.: |
0.01 |
| Spread %: |
7.69% |
| Delta: |
0.29 |
| Theta: |
-0.01 |
| Omega: |
11.43 |
| Rho: |
0.04 |
Quote data
| Open: |
0.140 |
| High: |
0.140 |
| Low: |
0.140 |
| Previous Close: |
0.120 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+40.00% |
| 3 Months |
|
|
+225.58% |
| YTD |
|
|
+55.56% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.140 |
0.110 |
| 1M High / 1M Low: |
0.200 |
0.100 |
| 6M High / 6M Low: |
0.200 |
0.028 |
| High (YTD): |
2024-05-23 |
0.200 |
| Low (YTD): |
2024-02-28 |
0.028 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.128 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.141 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.079 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
227.83% |
| Volatility 6M: |
|
262.07% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
