BNP Paribas Call 15 CLN 20.09.2024
/ DE000PN8TKJ8
BNP Paribas Call 15 CLN 20.09.202.../ DE000PN8TKJ8 /
| 2024-05-31 4:21:24 PM |
Chg.-0.030 |
Bid5:19:48 PM |
Ask5:19:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.510EUR |
-5.56% |
-
Bid Size: - |
-
Ask Size: - |
CLARIANT N |
15.00 CHF |
2024-09-20 |
Call |
Master data
| WKN: |
PN8TKJ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
CLARIANT N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
15.00 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: |
26.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.46 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.24 |
| Parity: |
-0.95 |
| Time value: |
0.55 |
| Break-even: |
15.88 |
| Moneyness: |
0.94 |
| Premium: |
0.10 |
| Premium p.a.: |
0.38 |
| Spread abs.: |
0.02 |
| Spread %: |
3.77% |
| Delta: |
0.39 |
| Theta: |
0.00 |
| Omega: |
10.25 |
| Rho: |
0.02 |
Quote data
| Open: |
0.510 |
| High: |
0.530 |
| Low: |
0.510 |
| Previous Close: |
0.540 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.00% |
| 1 Month |
|
|
+54.55% |
| 3 Months |
|
|
+900.00% |
| YTD |
|
|
+59.38% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.680 |
0.510 |
| 1M High / 1M Low: |
0.680 |
0.260 |
| 6M High / 6M Low: |
0.680 |
0.034 |
| High (YTD): |
2024-05-27 |
0.680 |
| Low (YTD): |
2024-03-05 |
0.034 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.570 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.465 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.223 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
215.97% |
| Volatility 6M: |
|
240.84% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
