BNP Paribas Call 380 DCO 21.06.2024
/ DE000PZ14SK2
BNP Paribas Call 380 DCO 21.06.20.../ DE000PZ14SK2 /
| 2024-05-16 9:50:25 PM |
Chg.-1.660 |
Bid9:59:49 PM |
Ask9:59:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.020EUR |
-45.11% |
1.980
Bid Size: 4,500 |
2.000
Ask Size: 4,500 |
DEERE CO. ... |
380.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
PZ14SK |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
DEERE CO. DL 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
380.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-12-05 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.07 |
| Intrinsic value: |
0.02 |
| Implied volatility: |
0.75 |
| Historic volatility: |
0.21 |
| Parity: |
0.02 |
| Time value: |
3.64 |
| Break-even: |
416.60 |
| Moneyness: |
1.00 |
| Premium: |
0.10 |
| Premium p.a.: |
1.52 |
| Spread abs.: |
0.02 |
| Spread %: |
0.55% |
| Delta: |
0.55 |
| Theta: |
-0.51 |
| Omega: |
5.76 |
| Rho: |
0.17 |
Quote data
| Open: |
3.540 |
| High: |
3.540 |
| Low: |
1.740 |
| Previous Close: |
3.680 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-39.88% |
| 1 Month |
|
|
-29.62% |
| 3 Months |
|
|
+33.77% |
| YTD |
|
|
-52.80% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.680 |
2.020 |
| 1M High / 1M Low: |
3.680 |
2.020 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-02 |
4.330 |
| Low (YTD): |
2024-02-22 |
1.220 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.212 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.998 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
205.83% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
