BNP Paribas Call 5.5 ZIL2 21.06.2024
/ DE000PN7BVW8
BNP Paribas Call 5.5 ZIL2 21.06.2.../ DE000PN7BVW8 /
| 2024-05-03 9:20:29 PM |
Chg.-0.120 |
Bid9:54:02 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.260EUR |
-8.70% |
1.260
Bid Size: 2,381 |
-
Ask Size: - |
ELRINGKLINGER AG NA ... |
5.50 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
PN7BVW |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ELRINGKLINGER AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
5.50 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-08-16 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.18 |
| Intrinsic value: |
1.12 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.40 |
| Parity: |
1.12 |
| Time value: |
0.14 |
| Break-even: |
6.76 |
| Moneyness: |
1.20 |
| Premium: |
0.02 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.85 |
| Theta: |
0.00 |
| Omega: |
4.48 |
| Rho: |
0.01 |
Quote data
| Open: |
1.390 |
| High: |
1.420 |
| Low: |
1.240 |
| Previous Close: |
1.380 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-20.75% |
| 3 Months |
|
|
+200.00% |
| YTD |
|
|
+70.27% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.430 |
1.260 |
| 1M High / 1M Low: |
1.860 |
1.100 |
| 6M High / 6M Low: |
1.860 |
0.300 |
| High (YTD): |
2024-04-09 |
1.860 |
| Low (YTD): |
2024-02-09 |
0.300 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.345 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.407 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.792 |
| Avg. volume 6M: |
|
181.452 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
195.68% |
| Volatility 6M: |
|
198.70% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
