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 12:51:16 PM |
Chg.- |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.04EUR |
- |
-
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: |
2.09 |
| High: |
2.09 |
| Low: |
2.04 |
| Previous Close: |
1.98 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+25.93% |
| 3 Months |
|
|
+112.50% |
| YTD |
|
|
+200.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
2.04 |
1.68 |
| 6M High / 6M Low: |
2.04 |
0.29 |
| High (YTD): |
2024-05-10 |
2.04 |
| Low (YTD): |
2024-01-16 |
0.65 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.84 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.14 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
72.89% |
| Volatility 6M: |
|
109.36% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
