BNP Paribas Call 76 HEN3 21.06.2024
/ DE000PN4ZB75
BNP Paribas Call 76 HEN3 21.06.20.../ DE000PN4ZB75 /
| 2024-06-18 8:13:46 AM |
Chg.+0.050 |
Bid7:55:13 PM |
Ask7:55:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.740EUR |
+7.25% |
0.740
Bid Size: 4,800 |
0.790
Ask Size: 4,800 |
HENKEL AG+CO.KGAA VZ... |
76.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
PN4ZB7 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
HENKEL AG+CO.KGAA VZO |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
76.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-06-20 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
10.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.74 |
| Intrinsic value: |
0.74 |
| Implied volatility: |
0.90 |
| Historic volatility: |
0.16 |
| Parity: |
0.74 |
| Time value: |
0.04 |
| Break-even: |
83.80 |
| Moneyness: |
1.10 |
| Premium: |
0.01 |
| Premium p.a.: |
0.90 |
| Spread abs.: |
0.05 |
| Spread %: |
6.85% |
| Delta: |
0.88 |
| Theta: |
-0.23 |
| Omega: |
9.40 |
| Rho: |
0.01 |
Quote data
| Open: |
0.740 |
| High: |
0.740 |
| Low: |
0.740 |
| Previous Close: |
0.690 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.85% |
| 1 Month |
|
|
-7.50% |
| 3 Months |
|
|
+335.29% |
| YTD |
|
|
+236.36% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.890 |
0.690 |
| 1M High / 1M Low: |
0.900 |
0.650 |
| 6M High / 6M Low: |
0.900 |
0.029 |
| High (YTD): |
2024-05-21 |
0.900 |
| Low (YTD): |
2024-03-05 |
0.029 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.820 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.772 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.286 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
159.55% |
| Volatility 6M: |
|
389.57% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
