BNP Paribas Call 370 HD 21.06.2024
/ DE000PN7B638
BNP Paribas Call 370 HD 21.06.202.../ DE000PN7B638 /
| 2024-05-10 9:50:43 PM |
Chg.-0.040 |
Bid9:59:24 PM |
Ask9:59:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.260EUR |
-13.33% |
0.260
Bid Size: 10,000 |
0.270
Ask Size: 10,000 |
Home Depot Inc |
370.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
PN7B63 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Home Depot Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
370.00 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: |
119.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.15 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.18 |
| Parity: |
-2.19 |
| Time value: |
0.27 |
| Break-even: |
346.19 |
| Moneyness: |
0.94 |
| Premium: |
0.08 |
| Premium p.a.: |
0.93 |
| Spread abs.: |
0.01 |
| Spread %: |
3.85% |
| Delta: |
0.21 |
| Theta: |
-0.09 |
| Omega: |
25.04 |
| Rho: |
0.07 |
Quote data
| Open: |
0.310 |
| High: |
0.330 |
| Low: |
0.240 |
| Previous Close: |
0.300 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.00% |
| 1 Month |
|
|
-50.00% |
| 3 Months |
|
|
-84.05% |
| YTD |
|
|
-77.39% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.300 |
0.190 |
| 1M High / 1M Low: |
0.520 |
0.140 |
| 6M High / 6M Low: |
3.160 |
0.140 |
| High (YTD): |
2024-03-21 |
3.160 |
| Low (YTD): |
2024-04-25 |
0.140 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.244 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.240 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.121 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
367.24% |
| Volatility 6M: |
|
268.40% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
