BNP Paribas Call 12.5 1U1 21.06.2024
/ DE000PN4Y6A0
BNP Paribas Call 12.5 1U1 21.06.2.../ DE000PN4Y6A0 /
2024-05-23 9:20:21 PM |
Chg.-0.060 |
Bid2024-05-23 |
Ask2024-05-23 |
Underlying |
Strike price |
Expiration date |
Option type |
0.440EUR |
-12.00% |
0.440 Bid Size: 10,000 |
0.460 Ask Size: 10,000 |
1+1 AG INH O.N. |
12.50 - |
2024-06-21 |
Call |
Master data
WKN: |
PN4Y6A |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
1+1 AG INH O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
12.50 - |
Maturity: |
2024-06-21 |
Issue date: |
2023-06-20 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
3.31 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.51 |
Intrinsic value: |
0.50 |
Implied volatility: |
1.00 |
Historic volatility: |
0.33 |
Parity: |
0.50 |
Time value: |
0.03 |
Break-even: |
17.80 |
Moneyness: |
1.40 |
Premium: |
0.01 |
Premium p.a.: |
0.20 |
Spread abs.: |
0.02 |
Spread %: |
3.92% |
Delta: |
0.91 |
Theta: |
-0.01 |
Omega: |
3.02 |
Rho: |
0.01 |
Quote data
Open: |
0.510 |
High: |
0.510 |
Low: |
0.430 |
Previous Close: |
0.500 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-13.73% |
1 Month |
|
|
+2.33% |
3 Months |
|
|
-10.20% |
YTD |
|
|
-29.03% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.530 |
0.500 |
1M High / 1M Low: |
0.530 |
0.390 |
6M High / 6M Low: |
0.720 |
0.350 |
High (YTD): |
2024-01-24 |
0.720 |
Low (YTD): |
2024-04-17 |
0.350 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.516 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.461 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.508 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
100.53% |
Volatility 6M: |
|
92.22% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |