BNP Paribas Call 70 NDA 20.12.2024
/ DE000PN74R24
BNP Paribas Call 70 NDA 20.12.202.../ DE000PN74R24 /
| 6/24/2024 9:20:20 PM |
Chg.+0.270 |
Bid9:55:04 PM |
Ask9:55:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.010EUR |
+4.70% |
5.960
Bid Size: 1,000 |
6.090
Ask Size: 1,000 |
AURUBIS AG |
70.00 - |
12/20/2024 |
Call |
Master data
| WKN: |
PN74R2 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 - |
| Maturity: |
12/20/2024 |
| Issue date: |
9/6/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
12.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
9.80 |
| Intrinsic value: |
4.60 |
| Implied volatility: |
0.06 |
| Historic volatility: |
0.32 |
| Parity: |
4.60 |
| Time value: |
1.26 |
| Break-even: |
75.86 |
| Moneyness: |
1.07 |
| Premium: |
0.02 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.12 |
| Spread %: |
2.09% |
| Delta: |
0.97 |
| Theta: |
-0.01 |
| Omega: |
12.37 |
| Rho: |
0.33 |
Quote data
| Open: |
5.730 |
| High: |
6.170 |
| Low: |
5.500 |
| Previous Close: |
5.740 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.80% |
| 1 Month |
|
|
+1.69% |
| 3 Months |
|
|
+68.82% |
| YTD |
|
|
+2.74% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.120 |
5.190 |
| 1M High / 1M Low: |
6.390 |
4.780 |
| 6M High / 6M Low: |
6.840 |
1.760 |
| High (YTD): |
5/20/2024 |
6.840 |
| Low (YTD): |
3/5/2024 |
1.760 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.656 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.648 |
| Avg. volume 1M: |
|
3.571 |
| Avg. price 6M: |
|
4.496 |
| Avg. volume 6M: |
|
.600 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
97.40% |
| Volatility 6M: |
|
120.07% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
