BNP Paribas Call 88 NEM 21.06.2024
/ DE000PZ1ETX3
BNP Paribas Call 88 NEM 21.06.202.../ DE000PZ1ETX3 /
| 2024-06-19 6:14:58 PM |
Chg.- |
Bid8:02:06 AM |
Ask8:02:06 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.330EUR |
- |
0.340
Bid Size: 8,824 |
0.390
Ask Size: 7,693 |
NEMETSCHEK SE O.N. |
88.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
PZ1ETX |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
NEMETSCHEK SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
88.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-11-15 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
23.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.32 |
| Intrinsic value: |
0.32 |
| Implied volatility: |
1.03 |
| Historic volatility: |
0.31 |
| Parity: |
0.32 |
| Time value: |
0.08 |
| Break-even: |
91.90 |
| Moneyness: |
1.04 |
| Premium: |
0.01 |
| Premium p.a.: |
18.91 |
| Spread abs.: |
0.05 |
| Spread %: |
14.71% |
| Delta: |
0.75 |
| Theta: |
-0.78 |
| Omega: |
17.59 |
| Rho: |
0.00 |
Quote data
| Open: |
0.300 |
| High: |
0.360 |
| Low: |
0.270 |
| Previous Close: |
0.330 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-32.65% |
| 1 Month |
|
|
+3.13% |
| 3 Months |
|
|
-50.75% |
| YTD |
|
|
-29.79% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.490 |
0.280 |
| 1M High / 1M Low: |
0.920 |
0.070 |
| 6M High / 6M Low: |
1.000 |
0.070 |
| High (YTD): |
2024-02-08 |
1.000 |
| Low (YTD): |
2024-05-31 |
0.070 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.362 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.431 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.505 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,041.96% |
| Volatility 6M: |
|
490.18% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
