BNP Paribas Call 16 CLN 20.09.2024
/ DE000PN8TKH2
BNP Paribas Call 16 CLN 20.09.202.../ DE000PN8TKH2 /
| 2024-06-06 3:21:04 PM |
Chg.-0.020 |
Bid3:36:02 PM |
Ask3:36:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.120EUR |
-14.29% |
0.120
Bid Size: 26,000 |
0.140
Ask Size: 26,000 |
CLARIANT N |
16.00 CHF |
2024-09-20 |
Call |
Master data
| WKN: |
PN8TKH |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
CLARIANT N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
16.00 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: |
87.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.24 |
| Parity: |
-2.42 |
| Time value: |
0.16 |
| Break-even: |
16.64 |
| Moneyness: |
0.85 |
| Premium: |
0.18 |
| Premium p.a.: |
0.78 |
| Spread abs.: |
0.02 |
| Spread %: |
14.29% |
| Delta: |
0.16 |
| Theta: |
0.00 |
| Omega: |
14.33 |
| Rho: |
0.01 |
Quote data
| Open: |
0.130 |
| High: |
0.140 |
| Low: |
0.120 |
| Previous Close: |
0.140 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-52.00% |
| 1 Month |
|
|
-20.00% |
| 3 Months |
|
|
+566.67% |
| YTD |
|
|
-36.84% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.250 |
0.140 |
| 1M High / 1M Low: |
0.340 |
0.140 |
| 6M High / 6M Low: |
0.350 |
0.015 |
| High (YTD): |
2024-05-27 |
0.340 |
| Low (YTD): |
2024-03-05 |
0.015 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.200 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.222 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.113 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
263.26% |
| Volatility 6M: |
|
270.02% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
