BNP Paribas Call 70 NDA 20.12.2024
/ DE000PN74R24
BNP Paribas Call 70 NDA 20.12.202.../ DE000PN74R24 /
| 24/06/2024 18:09:16 |
Chg.+0.36 |
Bid22:00:40 |
Ask22:00:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.11EUR |
+6.26% |
-
Bid Size: - |
-
Ask Size: - |
AURUBIS AG |
70.00 - |
20/12/2024 |
Call |
Master data
| WKN: |
PN74R2 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
06/09/2023 |
| Last trading day: |
19/12/2024 |
| 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: |
5.73 |
| High: |
6.21 |
| Low: |
5.73 |
| Previous Close: |
5.75 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.96% |
| 1 Month |
|
|
+3.38% |
| 3 Months |
|
|
+74.07% |
| YTD |
|
|
+4.09% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.17 |
5.01 |
| 1M High / 1M Low: |
6.33 |
4.80 |
| 6M High / 6M Low: |
6.82 |
1.77 |
| High (YTD): |
20/05/2024 |
6.82 |
| Low (YTD): |
05/03/2024 |
1.77 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.48 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.63 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.48 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
91.51% |
| Volatility 6M: |
|
106.01% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
