BNP Paribas Call 70 NEM 21.06.2024
/ DE000PN7BRA2
BNP Paribas Call 70 NEM 21.06.202.../ DE000PN7BRA2 /
| 5/24/2024 9:20:21 PM |
Chg.+0.030 |
Bid5/24/2024 |
Ask5/24/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.190EUR |
+1.39% |
-
Bid Size: - |
-
Ask Size: - |
NEMETSCHEK SE O.N. |
70.00 - |
6/21/2024 |
Call |
Master data
| WKN: |
PN7BRA |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
NEMETSCHEK SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 - |
| Maturity: |
6/21/2024 |
| Issue date: |
8/16/2023 |
| Last trading day: |
5/27/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.07 |
| Intrinsic value: |
2.07 |
| Implied volatility: |
3.37 |
| Historic volatility: |
0.31 |
| Parity: |
2.07 |
| Time value: |
0.16 |
| Break-even: |
92.20 |
| Moneyness: |
1.30 |
| Premium: |
0.02 |
| Premium p.a.: |
21.07 |
| Spread abs.: |
0.03 |
| Spread %: |
1.37% |
| Delta: |
0.88 |
| Theta: |
-1.16 |
| Omega: |
3.58 |
| Rho: |
0.00 |
Quote data
| Open: |
2.110 |
| High: |
2.210 |
| Low: |
2.110 |
| Previous Close: |
2.160 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+22.35% |
| 3 Months |
|
|
+17.11% |
| YTD |
|
|
+55.32% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
2.190 |
1.880 |
| 6M High / 6M Low: |
2.420 |
1.030 |
| High (YTD): |
3/27/2024 |
2.420 |
| Low (YTD): |
1/5/2024 |
1.030 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
2.088 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.726 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
70.79% |
| Volatility 6M: |
|
137.95% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
