BNP Paribas Call 60 JBARF 21.06.2024
/ DE000PE00PN6
BNP Paribas Call 60 JBARF 21.06.2.../ DE000PE00PN6 /
| 2024-04-16 4:21:26 PM |
Chg.-0.007 |
Bid5:06:46 PM |
Ask5:06:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.009EUR |
-43.75% |
-
Bid Size: - |
-
Ask Size: - |
Julius Baer Group Lt... |
60.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
PE00PN |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Julius Baer Group Ltd. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-03-21 |
| Last trading day: |
2024-04-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
176.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.30 |
| Parity: |
-0.70 |
| Time value: |
0.03 |
| Break-even: |
60.30 |
| Moneyness: |
0.88 |
| Premium: |
0.14 |
| Premium p.a.: |
1.68 |
| Spread abs.: |
0.02 |
| Spread %: |
233.33% |
| Delta: |
0.12 |
| Theta: |
-0.01 |
| Omega: |
21.51 |
| Rho: |
0.01 |
Quote data
| Open: |
0.009 |
| High: |
0.009 |
| Low: |
0.009 |
| Previous Close: |
0.016 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-76.92% |
| 3 Months |
|
|
-59.09% |
| YTD |
|
|
-81.63% |
| 1 Year |
|
|
-99.01% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.039 |
0.009 |
| 6M High / 6M Low: |
0.260 |
0.005 |
| High (YTD): |
2024-01-04 |
0.058 |
| Low (YTD): |
2024-02-28 |
0.005 |
| 52W High: |
2023-05-22 |
0.970 |
| 52W Low: |
2024-02-28 |
0.005 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.024 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.043 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.313 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
328.70% |
| Volatility 6M: |
|
424.87% |
| Volatility 1Y: |
|
308.00% |
| Volatility 3Y: |
|
- |
