BNP Paribas Call 2.2 RR/ 21.06.2024
/ DE000PN7L2M6
BNP Paribas Call 2.2 RR/ 21.06.20.../ DE000PN7L2M6 /
| 2024-05-21 9:23:44 AM |
Chg.+0.21 |
Bid1:38:24 PM |
Ask1:38:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.56EUR |
+8.94% |
2.49
Bid Size: 10,000 |
2.51
Ask Size: 10,000 |
Rolls-Royce Holdings... |
2.20 GBP |
2024-06-21 |
Call |
Master data
| WKN: |
PN7L2M |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Rolls-Royce Holdings PLC ORD SHS 20P |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
2.20 GBP |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-08-21 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.47 |
| Intrinsic value: |
2.47 |
| Implied volatility: |
1.54 |
| Historic volatility: |
0.42 |
| Parity: |
2.47 |
| Time value: |
0.05 |
| Break-even: |
5.09 |
| Moneyness: |
1.96 |
| Premium: |
0.01 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.02 |
| Spread %: |
0.80% |
| Delta: |
0.96 |
| Theta: |
0.00 |
| Omega: |
1.92 |
| Rho: |
0.00 |
Quote data
| Open: |
2.56 |
| High: |
2.56 |
| Low: |
2.56 |
| Previous Close: |
2.35 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.82% |
| 1 Month |
|
|
+23.08% |
| 3 Months |
|
|
+86.86% |
| YTD |
|
|
+148.54% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.37 |
2.29 |
| 1M High / 1M Low: |
2.54 |
2.11 |
| 6M High / 6M Low: |
2.54 |
0.50 |
| High (YTD): |
2024-05-10 |
2.54 |
| Low (YTD): |
2024-01-05 |
0.98 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.33 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.31 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.58 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
58.72% |
| Volatility 6M: |
|
81.38% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
