BNP Paribas Call 70 NDA 20.12.2024
/ DE000PN74R24
BNP Paribas Call 70 NDA 20.12.202.../ DE000PN74R24 /
| 9/25/2024 6:09:18 PM |
Chg.+0.05 |
Bid10:00:28 PM |
Ask10:00:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.37EUR |
+3.79% |
-
Bid Size: - |
-
Ask Size: - |
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: |
43.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.59 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.34 |
| Parity: |
-7.80 |
| Time value: |
1.43 |
| Break-even: |
71.43 |
| Moneyness: |
0.89 |
| Premium: |
0.15 |
| Premium p.a.: |
0.80 |
| Spread abs.: |
0.11 |
| Spread %: |
8.33% |
| Delta: |
0.26 |
| Theta: |
-0.02 |
| Omega: |
11.46 |
| Rho: |
0.04 |
Quote data
| Open: |
1.25 |
| High: |
1.37 |
| Low: |
1.03 |
| Previous Close: |
1.32 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-70.60% |
| 1 Month |
|
|
-59.10% |
| 3 Months |
|
|
-75.75% |
| YTD |
|
|
-76.66% |
| 1 Year |
|
|
-71.22% |
| 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): |
7/10/2024 |
6.88 |
| Low (YTD): |
9/24/2024 |
1.32 |
| 52W High: |
11/15/2023 |
6.97 |
| 52W Low: |
9/24/2024 |
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: |
|
- |
