BNP Paribas Call 70 NDA 20.12.2024
/ DE000PN74R24
BNP Paribas Call 70 NDA 20.12.202.../ DE000PN74R24 /
| 2024-09-26 2:04:28 PM |
Chg.+0.72 |
Bid2:37:56 PM |
Ask2:37:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.09EUR |
+52.55% |
2.14
Bid Size: 5,000 |
2.19
Ask Size: 5,000 |
AURUBIS AG |
70.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
PN74R2 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-09-06 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
41.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.72 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.34 |
| Parity: |
-7.25 |
| Time value: |
1.51 |
| Break-even: |
71.51 |
| Moneyness: |
0.90 |
| Premium: |
0.14 |
| Premium p.a.: |
0.75 |
| Spread abs.: |
0.11 |
| Spread %: |
7.86% |
| Delta: |
0.28 |
| Theta: |
-0.02 |
| Omega: |
11.51 |
| Rho: |
0.04 |
Quote data
| Open: |
1.42 |
| High: |
2.09 |
| Low: |
1.42 |
| Previous Close: |
1.37 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-55.15% |
| 1 Month |
|
|
-37.61% |
| 3 Months |
|
|
-63.01% |
| YTD |
|
|
-64.40% |
| 1 Year |
|
|
-56.09% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.66 |
1.32 |
| 1M High / 1M Low: |
4.66 |
1.32 |
| 6M High / 6M Low: |
6.88 |
1.32 |
| High (YTD): |
2024-07-10 |
6.88 |
| Low (YTD): |
2024-09-24 |
1.32 |
| 52W High: |
2023-11-15 |
6.97 |
| 52W Low: |
2024-09-24 |
1.32 |
| Avg. price 1W: |
|
3.07 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.00 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.75 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
4.77 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
294.97% |
| Volatility 6M: |
|
164.92% |
| Volatility 1Y: |
|
131.70% |
| Volatility 3Y: |
|
- |
