BNP Paribas Call 82 SIX2 21.06.2024
/ DE000PN8W814
BNP Paribas Call 82 SIX2 21.06.20.../ DE000PN8W814 /
| 2024-05-23 8:48:00 AM |
Chg.0.000 |
Bid9:05:08 AM |
Ask9:05:08 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.100EUR |
0.00% |
0.100
Bid Size: 16,000 |
-
Ask Size: - |
SIXT SE ST O.N. |
82.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
PN8W81 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SIXT SE ST O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
82.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-27 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
60.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.16 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.32 |
| Parity: |
-0.31 |
| Time value: |
0.13 |
| Break-even: |
83.30 |
| Moneyness: |
0.96 |
| Premium: |
0.06 |
| Premium p.a.: |
0.98 |
| Spread abs.: |
0.03 |
| Spread %: |
30.00% |
| Delta: |
0.34 |
| Theta: |
-0.04 |
| Omega: |
20.41 |
| Rho: |
0.02 |
Quote data
| Open: |
0.100 |
| High: |
0.100 |
| Low: |
0.100 |
| Previous Close: |
0.100 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-52.38% |
| 1 Month |
|
|
-90.99% |
| 3 Months |
|
|
-87.80% |
| YTD |
|
|
-95.56% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.210 |
0.100 |
| 1M High / 1M Low: |
1.170 |
0.100 |
| 6M High / 6M Low: |
2.250 |
0.100 |
| High (YTD): |
2024-01-02 |
2.190 |
| Low (YTD): |
2024-05-22 |
0.100 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.152 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.506 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.166 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
369.63% |
| Volatility 6M: |
|
227.82% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
