BNP Paribas Call 65 BSN 20.09.2024
/ DE000PZ1EM74
BNP Paribas Call 65 BSN 20.09.202.../ DE000PZ1EM74 /
| 2024-06-11 9:20:24 PM |
Chg.+0.005 |
Bid9:43:35 PM |
Ask9:43:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.051EUR |
+10.87% |
0.050
Bid Size: 20,000 |
0.090
Ask Size: 20,000 |
DANONE S.A. EO -,25 |
65.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
PZ1EM7 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
DANONE S.A. EO -,25 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
65.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-15 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
69.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.13 |
| Parity: |
-0.57 |
| Time value: |
0.09 |
| Break-even: |
65.86 |
| Moneyness: |
0.91 |
| Premium: |
0.11 |
| Premium p.a.: |
0.46 |
| Spread abs.: |
0.04 |
| Spread %: |
86.96% |
| Delta: |
0.24 |
| Theta: |
-0.01 |
| Omega: |
16.66 |
| Rho: |
0.04 |
Quote data
| Open: |
0.047 |
| High: |
0.051 |
| Low: |
0.043 |
| Previous Close: |
0.046 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-29.17% |
| 3 Months |
|
|
-22.73% |
| YTD |
|
|
-53.64% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.056 |
0.046 |
| 1M High / 1M Low: |
0.079 |
0.038 |
| 6M High / 6M Low: |
0.200 |
0.018 |
| High (YTD): |
2024-01-29 |
0.200 |
| Low (YTD): |
2024-04-04 |
0.018 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.051 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.057 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.096 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
186.04% |
| Volatility 6M: |
|
281.52% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
