BNP Paribas Call 2.6 RR/L 21.06.2024
/ DE000PN76172
BNP Paribas Call 2.6 RR/L 21.06.2.../ DE000PN76172 /
2024-05-10 5:20:57 PM |
Chg.-0.100 |
Bid5:29:14 PM |
Ask5:29:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.930EUR |
-4.93% |
- Bid Size: - |
- Ask Size: - |
ROLLS ROYCE HLDGS LS... |
2.60 - |
2024-06-21 |
Call |
Master data
WKN: |
PN7617 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
ROLLS ROYCE HLDGS LS 0.20 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
2.60 - |
Maturity: |
2024-06-21 |
Issue date: |
2023-09-07 |
Last trading day: |
2024-05-13 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
2.58 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.45 |
Intrinsic value: |
2.44 |
Implied volatility: |
- |
Historic volatility: |
0.42 |
Parity: |
2.44 |
Time value: |
-0.49 |
Break-even: |
4.55 |
Moneyness: |
1.94 |
Premium: |
-0.10 |
Premium p.a.: |
-0.70 |
Spread abs.: |
0.02 |
Spread %: |
1.04% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
2.080 |
High: |
2.090 |
Low: |
1.930 |
Previous Close: |
2.030 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+19.14% |
3 Months |
|
|
+105.32% |
YTD |
|
|
+171.83% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
2.030 |
1.700 |
6M High / 6M Low: |
2.030 |
0.290 |
High (YTD): |
2024-05-09 |
2.030 |
Low (YTD): |
2024-01-03 |
0.650 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
1.849 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.145 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
77.42% |
Volatility 6M: |
|
102.16% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |