BNP Paribas Call 9.8 FTE 20.09.2024
/ DE000PZ1A1U4
BNP Paribas Call 9.8 FTE 20.09.20.../ DE000PZ1A1U4 /
| 2024-06-18 8:20:41 PM |
Chg.0.000 |
Bid8:27:13 PM |
Ask8:27:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.250EUR |
0.00% |
0.260
Bid Size: 10,000 |
0.320
Ask Size: 9,375 |
ORANGE INH. ... |
9.80 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
PZ1A1U |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ORANGE INH. EO 4 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
9.80 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-13 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
28.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.14 |
| Parity: |
-0.46 |
| Time value: |
0.33 |
| Break-even: |
10.13 |
| Moneyness: |
0.95 |
| Premium: |
0.08 |
| Premium p.a.: |
0.37 |
| Spread abs.: |
0.06 |
| Spread %: |
22.22% |
| Delta: |
0.41 |
| Theta: |
0.00 |
| Omega: |
11.56 |
| Rho: |
0.01 |
Quote data
| Open: |
0.270 |
| High: |
0.270 |
| Low: |
0.240 |
| Previous Close: |
0.250 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-47.92% |
| 1 Month |
|
|
-76.85% |
| 3 Months |
|
|
-75.73% |
| YTD |
|
|
-75.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.480 |
0.200 |
| 1M High / 1M Low: |
1.140 |
0.200 |
| 6M High / 6M Low: |
1.780 |
0.200 |
| High (YTD): |
2024-01-23 |
1.780 |
| Low (YTD): |
2024-06-14 |
0.200 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.316 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.777 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.090 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
255.77% |
| Volatility 6M: |
|
145.22% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
