BNP Paribas Call 35 EUZ 21.06.2024
/ DE000PN76TH1
BNP Paribas Call 35 EUZ 21.06.202.../ DE000PN76TH1 /
| 2024-05-28 12:21:07 PM |
Chg.-0.020 |
Bid12:43:36 PM |
Ask12:43:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.090EUR |
-1.80% |
1.090
Bid Size: 7,100 |
1.130
Ask Size: 7,100 |
ECKERT+ZIEGLER INH ... |
35.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
PN76TH |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ECKERT+ZIEGLER INH O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
35.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-07 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.09 |
| Intrinsic value: |
1.08 |
| Implied volatility: |
0.93 |
| Historic volatility: |
0.40 |
| Parity: |
1.08 |
| Time value: |
0.07 |
| Break-even: |
46.50 |
| Moneyness: |
1.31 |
| Premium: |
0.01 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.04 |
| Spread %: |
3.60% |
| Delta: |
0.90 |
| Theta: |
-0.04 |
| Omega: |
3.57 |
| Rho: |
0.02 |
Quote data
| Open: |
1.070 |
| High: |
1.120 |
| Low: |
1.070 |
| Previous Close: |
1.110 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.63% |
| 1 Month |
|
|
+179.49% |
| 3 Months |
|
|
+14.74% |
| YTD |
|
|
+18.48% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.180 |
1.040 |
| 1M High / 1M Low: |
1.200 |
0.380 |
| 6M High / 6M Low: |
1.330 |
0.190 |
| High (YTD): |
2024-01-29 |
1.330 |
| Low (YTD): |
2024-04-19 |
0.190 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.106 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.804 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.754 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
251.17% |
| Volatility 6M: |
|
250.05% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
