BNP Paribas Call 80 AFX 21.06.2024
/ DE000PN76QK1
BNP Paribas Call 80 AFX 21.06.202.../ DE000PN76QK1 /
| 07/06/2024 21:20:21 |
Chg.0.000 |
Bid07/06/2024 |
Ask07/06/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.600EUR |
0.00% |
0.600
Bid Size: 5,000 |
0.690
Ask Size: 4,348 |
CARL ZEISS MEDITEC A... |
80.00 EUR |
21/06/2024 |
Call |
Master data
| WKN: |
PN76QK |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
CARL ZEISS MEDITEC AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 EUR |
| Maturity: |
21/06/2024 |
| Issue date: |
07/09/2023 |
| Last trading day: |
20/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
12.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.56 |
| Intrinsic value: |
0.52 |
| Implied volatility: |
0.59 |
| Historic volatility: |
0.31 |
| Parity: |
0.52 |
| Time value: |
0.18 |
| Break-even: |
86.90 |
| Moneyness: |
1.06 |
| Premium: |
0.02 |
| Premium p.a.: |
0.77 |
| Spread abs.: |
0.09 |
| Spread %: |
15.00% |
| Delta: |
0.73 |
| Theta: |
-0.13 |
| Omega: |
9.05 |
| Rho: |
0.02 |
Quote data
| Open: |
0.590 |
| High: |
0.670 |
| Low: |
0.560 |
| Previous Close: |
0.600 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.23% |
| 1 Month |
|
|
-61.04% |
| 3 Months |
|
|
-85.07% |
| YTD |
|
|
-73.68% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.610 |
0.510 |
| 1M High / 1M Low: |
1.720 |
0.510 |
| 6M High / 6M Low: |
4.220 |
0.510 |
| High (YTD): |
14/03/2024 |
4.220 |
| Low (YTD): |
03/06/2024 |
0.510 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.572 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.184 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.474 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
212.26% |
| Volatility 6M: |
|
146.78% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
