BNP Paribas Call 70 NDA 20.12.2024
/ DE000PN74R24
BNP Paribas Call 70 NDA 20.12.202.../ DE000PN74R24 /
| 6/20/2024 2:21:00 PM |
Chg.+1.060 |
Bid3:01:09 PM |
Ask3:01:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.280EUR |
+20.31% |
6.150
Bid Size: 6,000 |
6.200
Ask Size: 6,000 |
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: |
13.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.59 |
| Intrinsic value: |
2.80 |
| Implied volatility: |
0.14 |
| Historic volatility: |
0.32 |
| Parity: |
2.80 |
| Time value: |
2.56 |
| Break-even: |
75.36 |
| Moneyness: |
1.04 |
| Premium: |
0.04 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.12 |
| Spread %: |
2.29% |
| Delta: |
0.73 |
| Theta: |
-0.01 |
| Omega: |
9.90 |
| Rho: |
0.24 |
Quote data
| Open: |
5.300 |
| High: |
6.280 |
| Low: |
5.300 |
| Previous Close: |
5.220 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+25.60% |
| 1 Month |
|
|
-8.19% |
| 3 Months |
|
|
+105.23% |
| YTD |
|
|
+7.35% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.220 |
4.780 |
| 1M High / 1M Low: |
6.840 |
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: |
|
5.052 |
| Avg. volume 1W: |
|
15 |
| Avg. price 1M: |
|
5.707 |
| Avg. volume 1M: |
|
3.261 |
| Avg. price 6M: |
|
4.502 |
| Avg. volume 6M: |
|
.600 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
81.06% |
| Volatility 6M: |
|
116.41% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
