BNP Paribas Call 646.96 EMSN 20.12.2024
/ DE000PZ09D42
BNP Paribas Call 646.96 EMSN 20.1.../ DE000PZ09D42 /
| 2024-09-23 9:21:25 AM |
Chg.-0.110 |
Bid3:10:58 PM |
Ask3:10:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.450EUR |
-19.64% |
0.510
Bid Size: 15,000 |
-
Ask Size: - |
EMS-CHEMIE N |
646.96 CHF |
2024-12-20 |
Call |
Master data
| WKN: |
PZ09D4 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
EMS-CHEMIE N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
646.96 CHF |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-11-10 |
| Last trading day: |
2024-12-19 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.37 |
| Intrinsic value: |
0.13 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.20 |
| Parity: |
0.13 |
| Time value: |
0.32 |
| Break-even: |
726.52 |
| Moneyness: |
1.02 |
| Premium: |
0.05 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.61 |
| Theta: |
-0.23 |
| Omega: |
9.44 |
| Rho: |
0.92 |
Quote data
| Open: |
0.450 |
| High: |
0.450 |
| Low: |
0.450 |
| Previous Close: |
0.560 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-26.23% |
| 1 Month |
|
|
-47.67% |
| 3 Months |
|
|
-59.09% |
| YTD |
|
|
-44.44% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.630 |
0.560 |
| 1M High / 1M Low: |
0.890 |
0.560 |
| 6M High / 6M Low: |
1.410 |
0.560 |
| High (YTD): |
2024-07-09 |
1.410 |
| Low (YTD): |
2024-03-07 |
0.280 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.600 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.713 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.920 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
122.99% |
| Volatility 6M: |
|
115.60% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
