BNP Paribas Call 48 KR 21.06.2024
/ DE000PN7B8Z7
BNP Paribas Call 48 KR 21.06.2024/ DE000PN7B8Z7 /
| 2024-05-30 9:50:40 PM |
Chg.-0.010 |
Bid9:56:57 PM |
Ask9:56:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.420EUR |
-2.33% |
0.420
Bid Size: 7,143 |
0.430
Ask Size: 7,000 |
Kroger Co |
48.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
PN7B8Z |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Kroger Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
48.00 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: |
11.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.37 |
| Intrinsic value: |
0.36 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.18 |
| Parity: |
0.36 |
| Time value: |
0.07 |
| Break-even: |
48.74 |
| Moneyness: |
1.08 |
| Premium: |
0.01 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.01 |
| Spread %: |
2.38% |
| Delta: |
0.80 |
| Theta: |
-0.04 |
| Omega: |
8.89 |
| Rho: |
0.02 |
Quote data
| Open: |
0.380 |
| High: |
0.440 |
| Low: |
0.380 |
| Previous Close: |
0.430 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.29% |
| 1 Month |
|
|
-42.47% |
| 3 Months |
|
|
+10.53% |
| YTD |
|
|
+133.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.510 |
0.430 |
| 1M High / 1M Low: |
0.760 |
0.430 |
| 6M High / 6M Low: |
0.950 |
0.120 |
| High (YTD): |
2024-04-03 |
0.950 |
| Low (YTD): |
2024-02-07 |
0.120 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.476 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.621 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.458 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
113.44% |
| Volatility 6M: |
|
188.68% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
