BNP Paribas Call 38 CTP2 21.06.2024
/ DE000PE9AD19
BNP Paribas Call 38 CTP2 21.06.20.../ DE000PE9AD19 /
2024-05-24 8:44:11 AM |
Chg.-0.010 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.130EUR |
-7.14% |
- Bid Size: - |
- Ask Size: - |
COMCAST CORP. A D... |
38.00 - |
2024-06-21 |
Call |
Master data
WKN: |
PE9AD1 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
COMCAST CORP. A DL-,01 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
38.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2023-02-16 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
29.61 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.55 |
Historic volatility: |
0.19 |
Parity: |
-0.25 |
Time value: |
0.12 |
Break-even: |
39.20 |
Moneyness: |
0.94 |
Premium: |
0.10 |
Premium p.a.: |
2.78 |
Spread abs.: |
0.01 |
Spread %: |
9.09% |
Delta: |
0.36 |
Theta: |
-0.04 |
Omega: |
10.67 |
Rho: |
0.01 |
Quote data
Open: |
0.130 |
High: |
0.130 |
Low: |
0.130 |
Previous Close: |
0.140 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-27.78% |
1 Month |
|
|
0.00% |
3 Months |
|
|
-71.11% |
YTD |
|
|
-81.16% |
1 Year |
|
|
-75.47% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.180 |
0.130 |
1M High / 1M Low: |
0.210 |
0.130 |
6M High / 6M Low: |
0.890 |
0.130 |
High (YTD): |
2024-01-30 |
0.890 |
Low (YTD): |
2024-05-24 |
0.130 |
52W High: |
2023-08-15 |
1.010 |
52W Low: |
2024-05-24 |
0.130 |
Avg. price 1W: |
|
0.156 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.166 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.492 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.610 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
215.17% |
Volatility 6M: |
|
167.80% |
Volatility 1Y: |
|
134.51% |
Volatility 3Y: |
|
- |