BNP Paribas Call 14 CLN 20.09.2024
/ DE000PN8TKK6
BNP Paribas Call 14 CLN 20.09.202.../ DE000PN8TKK6 /
| 2024-05-31 4:21:24 PM |
Chg.-0.040 |
Bid5:10:31 PM |
Ask5:10:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.980EUR |
-3.92% |
-
Bid Size: - |
-
Ask Size: - |
CLARIANT N |
14.00 CHF |
2024-09-20 |
Call |
Master data
| WKN: |
PN8TKK |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
CLARIANT N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
14.00 CHF |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-26 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.89 |
| Intrinsic value: |
0.07 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.24 |
| Parity: |
0.07 |
| Time value: |
0.95 |
| Break-even: |
15.33 |
| Moneyness: |
1.01 |
| Premium: |
0.07 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.02 |
| Spread %: |
2.00% |
| Delta: |
0.57 |
| Theta: |
0.00 |
| Omega: |
8.08 |
| Rho: |
0.02 |
Quote data
| Open: |
0.970 |
| High: |
1.010 |
| Low: |
0.970 |
| Previous Close: |
1.020 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.33% |
| 1 Month |
|
|
+44.12% |
| 3 Months |
|
|
+790.91% |
| YTD |
|
|
+84.91% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.220 |
0.980 |
| 1M High / 1M Low: |
1.230 |
0.560 |
| 6M High / 6M Low: |
1.230 |
0.073 |
| High (YTD): |
2024-05-24 |
1.230 |
| Low (YTD): |
2024-03-05 |
0.073 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.062 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.893 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.414 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
174.44% |
| Volatility 6M: |
|
224.74% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
