BNP Paribas Call 9 1U1 21.06.2024
/ DE000PN4Y553
BNP Paribas Call 9 1U1 21.06.2024/ DE000PN4Y553 /
| 29/05/2024 15:05:04 |
Chg.-0.030 |
Bid15:06:32 |
Ask15:06:32 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.840EUR |
-3.45% |
0.850
Bid Size: 50,000 |
0.870
Ask Size: 50,000 |
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: |
2.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.84 |
| Intrinsic value: |
0.84 |
| Implied volatility: |
1.81 |
| Historic volatility: |
0.33 |
| Parity: |
0.84 |
| Time value: |
0.02 |
| Break-even: |
17.60 |
| Moneyness: |
1.93 |
| Premium: |
0.01 |
| Premium p.a.: |
0.20 |
| 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: |
0.870 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.33% |
| 1 Month |
|
|
+5.00% |
| 3 Months |
|
|
+2.44% |
| YTD |
|
|
-11.58% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.870 |
0.820 |
| 1M High / 1M Low: |
0.870 |
0.720 |
| 6M High / 6M Low: |
1.060 |
0.680 |
| High (YTD): |
24/01/2024 |
1.060 |
| Low (YTD): |
17/04/2024 |
0.680 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.850 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.816 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.835 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
55.89% |
| Volatility 6M: |
|
54.51% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
