BNP Paribas Call 175 SND 21.06.2024
/ DE000PN7BXE2
BNP Paribas Call 175 SND 21.06.20.../ DE000PN7BXE2 /
2024-05-10 1:44:15 PM |
Chg.- |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
5.84EUR |
- |
- Bid Size: - |
- Ask Size: - |
SCHNEIDER ELEC. INH.... |
175.00 - |
2024-06-21 |
Call |
Master data
WKN: |
PN7BXE |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
SCHNEIDER ELEC. INH. EO 4 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
175.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2023-08-16 |
Last trading day: |
2024-05-13 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
3.71 |
Leverage: |
Yes |
Calculated values
Fair value: |
5.19 |
Intrinsic value: |
5.16 |
Implied volatility: |
1.63 |
Historic volatility: |
0.21 |
Parity: |
5.16 |
Time value: |
0.96 |
Break-even: |
236.10 |
Moneyness: |
1.29 |
Premium: |
0.04 |
Premium p.a.: |
1.43 |
Spread abs.: |
0.14 |
Spread %: |
2.35% |
Delta: |
0.82 |
Theta: |
-0.63 |
Omega: |
3.04 |
Rho: |
0.06 |
Quote data
Open: |
5.61 |
High: |
5.84 |
Low: |
5.61 |
Previous Close: |
5.23 |
Turnover: |
0.00 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+43.49% |
3 Months |
|
|
+46.37% |
YTD |
|
|
+239.53% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
5.84 |
4.20 |
6M High / 6M Low: |
5.84 |
1.07 |
High (YTD): |
2024-05-10 |
5.84 |
Low (YTD): |
2024-01-05 |
1.13 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
5.02 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
2.85 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
90.23% |
Volatility 6M: |
|
114.07% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |