BNP Paribas Call 65 NDA 21.06.2024
/ DE000PN5LPJ0
BNP Paribas Call 65 NDA 21.06.202.../ DE000PN5LPJ0 /
| 6/19/2024 6:09:52 PM |
Chg.- |
Bid8:31:40 AM |
Ask8:31:40 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.72EUR |
- |
7.84
Bid Size: 383 |
7.96
Ask Size: 377 |
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: |
9.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.36 |
| Intrinsic value: |
7.35 |
| Implied volatility: |
0.99 |
| Historic volatility: |
0.32 |
| Parity: |
7.35 |
| Time value: |
0.17 |
| Break-even: |
72.52 |
| Moneyness: |
1.11 |
| Premium: |
0.00 |
| Premium p.a.: |
0.53 |
| Spread abs.: |
0.12 |
| Spread %: |
1.62% |
| Delta: |
0.93 |
| Theta: |
-0.18 |
| Omega: |
8.99 |
| Rho: |
0.00 |
Quote data
| Open: |
6.63 |
| High: |
7.76 |
| Low: |
6.63 |
| Previous Close: |
7.40 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.19% |
| 1 Month |
|
|
-16.81% |
| 3 Months |
|
|
+177.70% |
| YTD |
|
|
+13.86% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.72 |
5.96 |
| 1M High / 1M Low: |
9.28 |
5.96 |
| 6M High / 6M Low: |
9.28 |
1.17 |
| High (YTD): |
5/20/2024 |
9.28 |
| Low (YTD): |
3/5/2024 |
1.17 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.83 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
7.99 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.29 |
| Avg. volume 6M: |
|
3.20 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
120.48% |
| Volatility 6M: |
|
173.96% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
