BNP Paribas Call 65 NDA 21.06.2024
/ DE000PN5LPJ0
BNP Paribas Call 65 NDA 21.06.202.../ DE000PN5LPJ0 /
| 6/14/2024 9:20:21 PM |
Chg.-0.690 |
Bid9:59:13 PM |
Ask9:59:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.850EUR |
-10.55% |
5.890
Bid Size: 510 |
6.010
Ask Size: 500 |
AURUBIS AG |
65.00 - |
6/21/2024 |
Call |
Master data
| WKN: |
PN5LPJ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
65.00 - |
| Maturity: |
6/21/2024 |
| Issue date: |
7/3/2023 |
| Last trading day: |
6/20/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
11.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.95 |
| Intrinsic value: |
5.90 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.32 |
| Parity: |
5.90 |
| Time value: |
0.11 |
| Break-even: |
71.01 |
| Moneyness: |
1.09 |
| Premium: |
0.00 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.12 |
| Spread %: |
2.04% |
| Delta: |
0.95 |
| Theta: |
-0.04 |
| Omega: |
11.26 |
| Rho: |
0.01 |
Quote data
| Open: |
6.540 |
| High: |
6.540 |
| Low: |
5.560 |
| Previous Close: |
6.540 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.52% |
| 1 Month |
|
|
-33.22% |
| 3 Months |
|
|
+119.92% |
| YTD |
|
|
-13.72% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.150 |
5.850 |
| 1M High / 1M Low: |
9.300 |
5.850 |
| 6M High / 6M Low: |
9.300 |
1.150 |
| High (YTD): |
5/20/2024 |
9.300 |
| Low (YTD): |
3/5/2024 |
1.150 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.032 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
8.201 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
5.294 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
121.73% |
| Volatility 6M: |
|
181.97% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
