BNP Paribas Call 102 DIS 21.06.2024
/ DE000PN47TY7
BNP Paribas Call 102 DIS 21.06.20.../ DE000PN47TY7 /
| 2024-05-31 9:50:43 PM |
Chg.+0.110 |
Bid9:59:54 PM |
Ask9:59:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.280EUR |
+64.71% |
0.300
Bid Size: 17,000 |
0.310
Ask Size: 17,000 |
Walt Disney Co |
102.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
PN47TY |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Walt Disney Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
102.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-06-23 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
30.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.33 |
| Intrinsic value: |
0.18 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.24 |
| Parity: |
0.18 |
| Time value: |
0.13 |
| Break-even: |
97.12 |
| Moneyness: |
1.02 |
| Premium: |
0.01 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.01 |
| Spread %: |
3.33% |
| Delta: |
0.66 |
| Theta: |
-0.05 |
| Omega: |
20.49 |
| Rho: |
0.03 |
Quote data
| Open: |
0.160 |
| High: |
0.280 |
| Low: |
0.160 |
| Previous Close: |
0.170 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+55.56% |
| 1 Month |
|
|
-74.77% |
| 3 Months |
|
|
-78.13% |
| YTD |
|
|
-9.68% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.280 |
0.150 |
| 1M High / 1M Low: |
1.500 |
0.150 |
| 6M High / 6M Low: |
2.120 |
0.150 |
| High (YTD): |
2024-04-02 |
2.120 |
| Low (YTD): |
2024-05-29 |
0.150 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.194 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.456 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.844 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
421.83% |
| Volatility 6M: |
|
268.26% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
