BNP Paribas Call 9 1U1 21.06.2024
/ DE000PN4Y553
BNP Paribas Call 9 1U1 21.06.2024/ DE000PN4Y553 /
| 5/28/2024 9:20:45 AM |
Chg.+0.010 |
Bid10:17:57 AM |
Ask10:17:57 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.850EUR |
+1.19% |
0.860
Bid Size: 50,000 |
0.880
Ask Size: 50,000 |
1+1 AG INH O.N. |
9.00 - |
6/21/2024 |
Call |
Master data
| WKN: |
PN4Y55 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
1+1 AG INH O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
9.00 - |
| Maturity: |
6/21/2024 |
| Issue date: |
6/20/2023 |
| Last trading day: |
6/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.84 |
| Intrinsic value: |
0.84 |
| Implied volatility: |
1.77 |
| Historic volatility: |
0.33 |
| Parity: |
0.84 |
| Time value: |
0.02 |
| Break-even: |
17.60 |
| Moneyness: |
1.93 |
| Premium: |
0.01 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.02 |
| Spread %: |
2.38% |
| Delta: |
0.95 |
| Theta: |
-0.02 |
| Omega: |
1.93 |
| Rho: |
0.01 |
Quote data
| Open: |
0.840 |
| High: |
0.850 |
| Low: |
0.840 |
| Previous Close: |
0.840 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.16% |
| 1 Month |
|
|
+8.97% |
| 3 Months |
|
|
+2.41% |
| YTD |
|
|
-10.53% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.860 |
0.780 |
| 1M High / 1M Low: |
0.870 |
0.720 |
| 6M High / 6M Low: |
1.050 |
0.670 |
| High (YTD): |
1/24/2024 |
1.050 |
| Low (YTD): |
3/22/2024 |
0.670 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.836 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.809 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.833 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
69.98% |
| Volatility 6M: |
|
59.59% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
