BNP Paribas Call 65 NET 21.06.2024
/ DE000PN63UM7
BNP Paribas Call 65 NET 21.06.202.../ DE000PN63UM7 /
| 5/22/2024 10:50:40 AM |
Chg.+0.020 |
Bid5/22/2024 |
Ask5/22/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.950EUR |
+2.15% |
0.950
Bid Size: 9,500 |
0.960
Ask Size: 9,500 |
Cloudflare Inc |
65.00 USD |
6/21/2024 |
Call |
Master data
| WKN: |
PN63UM |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Cloudflare Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
65.00 USD |
| Maturity: |
6/21/2024 |
| Issue date: |
8/14/2023 |
| Last trading day: |
6/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.96 |
| Intrinsic value: |
0.86 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.49 |
| Parity: |
0.86 |
| Time value: |
0.09 |
| Break-even: |
69.39 |
| Moneyness: |
1.14 |
| Premium: |
0.01 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.01 |
| Spread %: |
1.06% |
| Delta: |
0.86 |
| Theta: |
-0.04 |
| Omega: |
6.23 |
| Rho: |
0.04 |
Quote data
| Open: |
0.960 |
| High: |
0.960 |
| Low: |
0.950 |
| Previous Close: |
0.930 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.04% |
| 1 Month |
|
|
-53.88% |
| 3 Months |
|
|
-72.22% |
| YTD |
|
|
-58.15% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.070 |
0.930 |
| 1M High / 1M Low: |
2.430 |
0.800 |
| 6M High / 6M Low: |
4.220 |
0.800 |
| High (YTD): |
2/9/2024 |
4.220 |
| Low (YTD): |
5/10/2024 |
0.800 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.002 |
| Avg. volume 1W: |
|
1,058.800 |
| Avg. price 1M: |
|
1.462 |
| Avg. volume 1M: |
|
252.095 |
| Avg. price 6M: |
|
2.354 |
| Avg. volume 6M: |
|
42.694 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
227.22% |
| Volatility 6M: |
|
156.33% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
