BNP Paribas Call 50 KR 21.06.2024
/ DE000PN7B802
BNP Paribas Call 50 KR 21.06.2024/ DE000PN7B802 /
| 2024-05-30 10:06:42 AM |
Chg.0.000 |
Bid8:28:17 PM |
Ask8:28:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.280EUR |
0.00% |
0.270
Bid Size: 10,000 |
0.280
Ask Size: 10,000 |
Kroger Co |
50.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
PN7B80 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Kroger Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
50.00 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: |
17.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.21 |
| Intrinsic value: |
0.17 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.18 |
| Parity: |
0.17 |
| Time value: |
0.11 |
| Break-even: |
49.09 |
| Moneyness: |
1.04 |
| Premium: |
0.02 |
| Premium p.a.: |
0.43 |
| Spread abs.: |
0.01 |
| Spread %: |
3.70% |
| Delta: |
0.68 |
| Theta: |
-0.04 |
| Omega: |
11.72 |
| Rho: |
0.02 |
Quote data
| Open: |
0.280 |
| High: |
0.280 |
| Low: |
0.280 |
| Previous Close: |
0.280 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-34.88% |
| 1 Month |
|
|
-50.88% |
| 3 Months |
|
|
+40.00% |
| YTD |
|
|
+133.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.430 |
0.280 |
| 1M High / 1M Low: |
0.590 |
0.280 |
| 6M High / 6M Low: |
0.790 |
0.074 |
| High (YTD): |
2024-04-04 |
0.790 |
| Low (YTD): |
2024-02-08 |
0.074 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.358 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.477 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.346 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
138.54% |
| Volatility 6M: |
|
216.75% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
