BNP Paribas Call 200 ADSK 21.06.2024
/ DE000PN7BYJ9
BNP Paribas Call 200 ADSK 21.06.2.../ DE000PN7BYJ9 /
| 2024-05-31 9:50:38 PM |
Chg.-0.010 |
Bid9:59:48 PM |
Ask9:59:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.800EUR |
-1.23% |
0.900
Bid Size: 4,700 |
0.930
Ask Size: 4,700 |
Autodesk Inc |
200.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
PN7BYJ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Autodesk Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-08-16 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
19.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.52 |
| Intrinsic value: |
0.15 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.24 |
| Parity: |
0.15 |
| Time value: |
0.78 |
| Break-even: |
193.66 |
| Moneyness: |
1.01 |
| Premium: |
0.04 |
| Premium p.a.: |
1.12 |
| Spread abs.: |
0.03 |
| Spread %: |
3.33% |
| Delta: |
0.56 |
| Theta: |
-0.22 |
| Omega: |
11.14 |
| Rho: |
0.05 |
Quote data
| Open: |
0.760 |
| High: |
0.810 |
| Low: |
0.600 |
| Previous Close: |
0.810 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-54.02% |
| 1 Month |
|
|
-50.00% |
| 3 Months |
|
|
-87.56% |
| YTD |
|
|
-84.03% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.740 |
0.800 |
| 1M High / 1M Low: |
2.320 |
0.800 |
| 6M High / 6M Low: |
6.820 |
0.800 |
| High (YTD): |
2024-02-09 |
6.820 |
| Low (YTD): |
2024-05-31 |
0.800 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.222 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.841 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.321 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
201.08% |
| Volatility 6M: |
|
132.99% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
