BNP Paribas Knock-Out TRV
/ DE000PF5RYE0
BNP Paribas Knock-Out TRV/ DE000PF5RYE0 /
| 31/05/2024 20:50:21 |
Chg.+0.070 |
Bid20:59:48 |
Ask20:59:48 |
Underlying |
Strike price |
Expiration date |
Option type |
| 10.980EUR |
+0.64% |
10.980
Bid Size: 7,500 |
10.990
Ask Size: 7,500 |
The Travelers Compan... |
94.143 - |
31/12/2078 |
Call |
Master data
| Issuer: |
BNP PARIBAS |
| WKN: |
PF5RYE |
| Currency: |
EUR |
| Underlying: |
The Travelers Companies Inc |
| Type: |
Knock-out |
| Option type: |
Call |
| Strike price: |
94.143 - |
| Maturity: |
Endless |
| Issue date: |
08/01/2021 |
| Last trading day: |
31/12/2078 |
| Ratio: |
10:1 |
| Exercise type: |
Bermuda |
| Quanto: |
No |
| Gearing: |
1.79 |
| Knock-out: |
98.8502 |
| Knock-out violated on: |
- |
| Distance to knock-out: |
84.874 |
| Distance to knock-out %: |
46.20% |
| Distance to strike price: |
89.5812 |
| Distance to strike price %: |
48.76% |
Calculated values
| Fair value: |
- |
| Implied volatility: |
- |
| Historic volatility: |
- |
| Parity: |
- |
| Time value: |
- |
| Break-even: |
- |
| Moneyness: |
- |
| Premium: |
0.04 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.01 |
| Spread %: |
0.09% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
10.910 |
| High: |
11.000 |
| Low: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.09% |
| 1 Month |
|
|
-1.35% |
| 3 Months |
|
|
-7.73% |
| YTD |
|
|
+23.51% |
| 1 Year |
|
|
+42.60% |
| 3 Years |
|
|
+70.50% |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
11.040 |
10.710 |
| 1M High / 1M Low: |
11.690 |
10.710 |
| 6M High / 6M Low: |
12.750 |
8.300 |
| High (YTD): |
28/03/2024 |
12.750 |
| Low (YTD): |
02/01/2024 |
9.200 |
| 52W High: |
28/03/2024 |
12.750 |
| 52W Low: |
24/10/2023 |
6.420 |
| Avg. price 1W: |
|
10.876 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
11.241 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
10.888 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
9.088 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
29.52% |
| Volatility 6M: |
|
34.62% |
| Volatility 1Y: |
|
37.54% |
| Volatility 3Y: |
|
41.65% |
