BNP Paribas Call 60 BSN 20.09.2024
/ DE000PN8XPX0
BNP Paribas Call 60 BSN 20.09.202.../ DE000PN8XPX0 /
| 2024-06-12 4:21:02 PM |
Chg.+0.010 |
Bid4:34:47 PM |
Ask4:34:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.240EUR |
+4.35% |
0.250
Bid Size: 58,000 |
0.260
Ask Size: 58,000 |
DANONE S.A. EO -,25 |
60.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
PN8XPX |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
DANONE S.A. EO -,25 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-27 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
22.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.16 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.13 |
| Parity: |
-0.05 |
| Time value: |
0.27 |
| Break-even: |
62.70 |
| Moneyness: |
0.99 |
| Premium: |
0.05 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.04 |
| Spread %: |
17.39% |
| Delta: |
0.53 |
| Theta: |
-0.02 |
| Omega: |
11.70 |
| Rho: |
0.08 |
Quote data
| Open: |
0.240 |
| High: |
0.250 |
| Low: |
0.230 |
| Previous Close: |
0.230 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.35% |
| 1 Month |
|
|
-7.69% |
| 3 Months |
|
|
+9.09% |
| YTD |
|
|
-14.29% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.250 |
0.220 |
| 1M High / 1M Low: |
0.290 |
0.180 |
| 6M High / 6M Low: |
0.460 |
0.110 |
| High (YTD): |
2024-01-29 |
0.460 |
| Low (YTD): |
2024-04-10 |
0.110 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.232 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.239 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.276 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
140.57% |
| Volatility 6M: |
|
161.67% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
