BNP Paribas Call 78 SIX2 21.06.2024
/ DE000PN8W830
BNP Paribas Call 78 SIX2 21.06.20.../ DE000PN8W830 /
| 2024-05-23 8:20:44 AM |
Chg.0.000 |
Bid9:06:36 AM |
Ask8:50:18 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.290EUR |
0.00% |
0.320
Bid Size: 9,375 |
-
Ask Size: - |
SIXT SE ST O.N. |
78.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
PN8W83 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SIXT SE ST O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
78.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-27 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
24.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.34 |
| Intrinsic value: |
0.09 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.32 |
| Parity: |
0.09 |
| Time value: |
0.23 |
| Break-even: |
81.20 |
| Moneyness: |
1.01 |
| Premium: |
0.03 |
| Premium p.a.: |
0.44 |
| Spread abs.: |
0.03 |
| Spread %: |
10.34% |
| Delta: |
0.59 |
| Theta: |
-0.05 |
| Omega: |
14.44 |
| Rho: |
0.03 |
Quote data
| Open: |
0.290 |
| High: |
0.290 |
| Low: |
0.290 |
| Previous Close: |
0.290 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-35.56% |
| 1 Month |
|
|
-80.14% |
| 3 Months |
|
|
-73.64% |
| YTD |
|
|
-88.76% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.450 |
0.290 |
| 1M High / 1M Low: |
1.460 |
0.290 |
| 6M High / 6M Low: |
2.580 |
0.290 |
| High (YTD): |
2024-01-02 |
2.530 |
| Low (YTD): |
2024-05-22 |
0.290 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.356 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.724 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.465 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
301.92% |
| Volatility 6M: |
|
187.26% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
