BNP Paribas Call 9 1U1 21.06.2024
/ DE000PN4Y553
BNP Paribas Call 9 1U1 21.06.2024/ DE000PN4Y553 /
| 31/05/2024 19:20:22 |
Chg.-0.010 |
Bid31/05/2024 |
Ask31/05/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.830EUR |
-1.19% |
0.830
Bid Size: 10,000 |
0.870
Ask Size: 10,000 |
1+1 AG INH O.N. |
9.00 - |
21/06/2024 |
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: |
21/06/2024 |
| Issue date: |
20/06/2023 |
| Last trading day: |
20/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.85 |
| Intrinsic value: |
0.85 |
| Implied volatility: |
1.61 |
| Historic volatility: |
0.33 |
| Parity: |
0.85 |
| Time value: |
0.01 |
| Break-even: |
17.60 |
| Moneyness: |
1.94 |
| Premium: |
0.01 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.02 |
| Spread %: |
2.38% |
| Delta: |
0.97 |
| Theta: |
-0.01 |
| Omega: |
1.98 |
| Rho: |
0.00 |
Quote data
| Open: |
0.830 |
| High: |
0.840 |
| Low: |
0.820 |
| Previous Close: |
0.840 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.35% |
| 1 Month |
|
|
+10.67% |
| 3 Months |
|
|
0.00% |
| YTD |
|
|
-12.63% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.850 |
0.840 |
| 1M High / 1M Low: |
0.870 |
0.720 |
| 6M High / 6M Low: |
1.050 |
0.670 |
| High (YTD): |
24/01/2024 |
1.050 |
| Low (YTD): |
22/03/2024 |
0.670 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.842 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.814 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.834 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
62.42% |
| Volatility 6M: |
|
58.81% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
