BNP Paribas Call 2 RR/ 21.06.2024
/ DE000PN7L2L8
BNP Paribas Call 2 RR/ 21.06.2024/ DE000PN7L2L8 /
| 2024-04-30 9:23:07 AM |
Chg.-0.04 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.53EUR |
-1.56% |
-
Bid Size: - |
-
Ask Size: - |
Rolls-Royce Holdings... |
2.00 GBP |
2024-06-21 |
Call |
Master data
| WKN: |
PN7L2L |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Rolls-Royce Holdings PLC ORD SHS 20P |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
2.00 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: |
1.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.47 |
| Intrinsic value: |
2.46 |
| Implied volatility: |
1.45 |
| Historic volatility: |
0.43 |
| Parity: |
2.46 |
| Time value: |
0.09 |
| Break-even: |
4.89 |
| Moneyness: |
2.05 |
| Premium: |
0.02 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.02 |
| Spread %: |
0.79% |
| Delta: |
0.94 |
| Theta: |
0.00 |
| Omega: |
1.78 |
| Rho: |
0.00 |
Quote data
| Open: |
2.53 |
| High: |
2.53 |
| Low: |
2.53 |
| Previous Close: |
2.57 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.17% |
| 1 Month |
|
|
-3.44% |
| 3 Months |
|
|
+96.12% |
| YTD |
|
|
+105.69% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.57 |
2.42 |
| 1M High / 1M Low: |
2.73 |
2.31 |
| 6M High / 6M Low: |
2.73 |
0.50 |
| High (YTD): |
2024-04-02 |
2.73 |
| Low (YTD): |
2024-01-05 |
1.18 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.52 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.49 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.58 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
54.67% |
| Volatility 6M: |
|
74.40% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
