BNP Paribas Call 85 NEM 21.06.2024
/ DE000PZ1AXG8
BNP Paribas Call 85 NEM 21.06.202.../ DE000PZ1AXG8 /
| 16/05/2024 18:20:02 |
Chg.-0.010 |
Bid22:00:41 |
Ask22:00:41 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.460EUR |
-2.13% |
-
Bid Size: - |
-
Ask Size: - |
NEMETSCHEK SE O.N. |
85.00 EUR |
21/06/2024 |
Call |
Master data
| WKN: |
PZ1AXG |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
NEMETSCHEK SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
85.00 EUR |
| Maturity: |
21/06/2024 |
| Issue date: |
13/11/2023 |
| Last trading day: |
20/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
17.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.48 |
| Intrinsic value: |
0.25 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.30 |
| Parity: |
0.25 |
| Time value: |
0.26 |
| Break-even: |
90.00 |
| Moneyness: |
1.03 |
| Premium: |
0.03 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.02 |
| Spread %: |
4.17% |
| Delta: |
0.64 |
| Theta: |
-0.05 |
| Omega: |
11.28 |
| Rho: |
0.05 |
Quote data
| Open: |
0.490 |
| High: |
0.560 |
| Low: |
0.460 |
| Previous Close: |
0.470 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+39.39% |
| 1 Month |
|
|
-17.86% |
| 3 Months |
|
|
-47.13% |
| YTD |
|
|
-22.03% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.470 |
0.320 |
| 1M High / 1M Low: |
0.560 |
0.200 |
| 6M High / 6M Low: |
1.190 |
0.200 |
| High (YTD): |
08/02/2024 |
1.190 |
| Low (YTD): |
02/05/2024 |
0.200 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.370 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.339 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.676 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
363.53% |
| Volatility 6M: |
|
229.88% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
