BNP Paribas Call 75 SIX2 21.06.2024
/ DE000PN8W848
BNP Paribas Call 75 SIX2 21.06.20.../ DE000PN8W848 /
| 2024-05-23 10:20:59 AM |
Chg.-0.040 |
Bid10:47:34 AM |
Ask10:47:34 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.470EUR |
-7.84% |
0.450
Bid Size: 6,667 |
0.470
Ask Size: 6,500 |
SIXT SE ST O.N. |
75.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
PN8W84 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SIXT SE ST O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
75.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-27 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
14.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.53 |
| Intrinsic value: |
0.39 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.32 |
| Parity: |
0.39 |
| Time value: |
0.15 |
| Break-even: |
80.40 |
| Moneyness: |
1.05 |
| Premium: |
0.02 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.03 |
| Spread %: |
5.88% |
| Delta: |
0.73 |
| Theta: |
-0.05 |
| Omega: |
10.69 |
| Rho: |
0.04 |
Quote data
| Open: |
0.510 |
| High: |
0.530 |
| Low: |
0.470 |
| Previous Close: |
0.510 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-29.85% |
| 1 Month |
|
|
-72.99% |
| 3 Months |
|
|
-64.39% |
| YTD |
|
|
-83.51% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.670 |
0.510 |
| 1M High / 1M Low: |
1.740 |
0.500 |
| 6M High / 6M Low: |
2.850 |
0.500 |
| High (YTD): |
2024-01-02 |
2.790 |
| Low (YTD): |
2024-05-07 |
0.500 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.576 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.959 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.712 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
257.71% |
| Volatility 6M: |
|
163.46% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
