BNP Paribas Call 65 BAER 20.12.2024
/ DE000PN7C4M3
BNP Paribas Call 65 BAER 20.12.20.../ DE000PN7C4M3 /
| 2024-06-07 10:13:41 AM |
Chg.-0.056 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.074EUR |
-43.08% |
-
Bid Size: - |
-
Ask Size: - |
JULIUS BAER N |
65.00 CHF |
2024-12-20 |
Call |
Master data
| WKN: |
PN7C4M |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
JULIUS BAER N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
65.00 CHF |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-08-16 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
64.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.10 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.30 |
| Parity: |
-1.44 |
| Time value: |
0.08 |
| Break-even: |
67.94 |
| Moneyness: |
0.79 |
| Premium: |
0.29 |
| Premium p.a.: |
0.61 |
| Spread abs.: |
0.01 |
| Spread %: |
13.89% |
| Delta: |
0.16 |
| Theta: |
-0.01 |
| Omega: |
10.28 |
| Rho: |
0.04 |
Quote data
| Open: |
0.074 |
| High: |
0.074 |
| Low: |
0.074 |
| Previous Close: |
0.130 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-38.33% |
| 1 Month |
|
|
-32.73% |
| 3 Months |
|
|
+60.87% |
| YTD |
|
|
-2.63% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.130 |
0.074 |
| 1M High / 1M Low: |
0.170 |
0.074 |
| 6M High / 6M Low: |
0.170 |
0.030 |
| High (YTD): |
2024-05-23 |
0.170 |
| Low (YTD): |
2024-02-28 |
0.030 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.117 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.130 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.075 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
227.81% |
| Volatility 6M: |
|
224.08% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
