BNP Paribas Call 110 KRN 21.06.2024
/ DE000PN8UMJ2
BNP Paribas Call 110 KRN 21.06.20.../ DE000PN8UMJ2 /
| 2024-05-17 9:20:22 PM |
Chg.+0.060 |
Bid2024-05-17 |
Ask2024-05-17 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.630EUR |
+3.82% |
1.630
Bid Size: 1,841 |
1.720
Ask Size: 1,745 |
KRONES AG O.N. |
110.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
PN8UMJ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
KRONES AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-26 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.65 |
| Intrinsic value: |
1.60 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.23 |
| Parity: |
1.60 |
| Time value: |
0.12 |
| Break-even: |
127.20 |
| Moneyness: |
1.15 |
| Premium: |
0.01 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.09 |
| Spread %: |
5.52% |
| Delta: |
0.89 |
| Theta: |
-0.05 |
| Omega: |
6.54 |
| Rho: |
0.09 |
Quote data
| Open: |
1.620 |
| High: |
1.650 |
| Low: |
1.580 |
| Previous Close: |
1.570 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-24.19% |
| 1 Month |
|
|
+8.67% |
| 3 Months |
|
|
+50.93% |
| YTD |
|
|
+79.12% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.950 |
1.570 |
| 1M High / 1M Low: |
2.200 |
1.340 |
| 6M High / 6M Low: |
2.200 |
0.390 |
| High (YTD): |
2024-05-08 |
2.200 |
| Low (YTD): |
2024-02-28 |
0.660 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.758 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.666 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.097 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
152.56% |
| Volatility 6M: |
|
169.66% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
