BNP Paribas Call 102 DIS 21.06.2024
/ DE000PN47TY7
BNP Paribas Call 102 DIS 21.06.20.../ DE000PN47TY7 /
| 2024-06-07 9:50:33 PM |
Chg.+0.010 |
Bid9:59:42 PM |
Ask9:59:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.130EUR |
+8.33% |
0.130
Bid Size: 13,000 |
0.140
Ask Size: 13,000 |
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: |
66.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.15 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.24 |
| Parity: |
-0.07 |
| Time value: |
0.14 |
| Break-even: |
95.05 |
| Moneyness: |
0.99 |
| Premium: |
0.02 |
| Premium p.a.: |
0.80 |
| Spread abs.: |
0.01 |
| Spread %: |
7.69% |
| Delta: |
0.45 |
| Theta: |
-0.06 |
| Omega: |
30.06 |
| Rho: |
0.02 |
Quote data
| Open: |
0.120 |
| High: |
0.170 |
| Low: |
0.100 |
| Previous Close: |
0.120 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-53.57% |
| 1 Month |
|
|
-75.00% |
| 3 Months |
|
|
-88.60% |
| YTD |
|
|
-58.06% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.240 |
0.120 |
| 1M High / 1M Low: |
0.520 |
0.120 |
| 6M High / 6M Low: |
2.120 |
0.120 |
| High (YTD): |
2024-04-02 |
2.120 |
| Low (YTD): |
2024-06-06 |
0.120 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.170 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.278 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.835 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
382.17% |
| Volatility 6M: |
|
276.23% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
