BNP Paribas Call 60 NTR 17.01.2025
/ DE000PN5BF78
BNP Paribas Call 60 NTR 17.01.202.../ DE000PN5BF78 /
| 11/06/2024 21:20:31 |
Chg.-0.070 |
Bid21:56:10 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.250EUR |
-21.88% |
0.250
Bid Size: 20,600 |
-
Ask Size: - |
Nutrien Ltd |
60.00 USD |
17/01/2025 |
Call |
Master data
| WKN: |
PN5BF7 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Nutrien Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
27/06/2023 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.30 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.27 |
| Parity: |
-0.45 |
| Time value: |
0.33 |
| Break-even: |
59.04 |
| Moneyness: |
0.92 |
| Premium: |
0.15 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.44 |
| Theta: |
-0.01 |
| Omega: |
6.76 |
| Rho: |
0.11 |
Quote data
| Open: |
0.320 |
| High: |
0.320 |
| Low: |
0.250 |
| Previous Close: |
0.320 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
-41.86% |
| 1 Month |
|
|
-54.55% |
| 3 Months |
|
|
-35.90% |
| YTD |
|
|
-63.77% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.430 |
0.320 |
| 1M High / 1M Low: |
0.610 |
0.320 |
| 6M High / 6M Low: |
0.720 |
0.300 |
| High (YTD): |
02/01/2024 |
0.720 |
| Low (YTD): |
14/02/2024 |
0.300 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.362 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.478 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.448 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
162.33% |
| Volatility 6M: |
|
140.36% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
