BNP Paribas Call 85 EW 21.06.2024
/ DE000PN7B406
BNP Paribas Call 85 EW 21.06.2024/ DE000PN7B406 /
| 2024-05-30 8:22:20 AM |
Chg.-0.020 |
Bid6:03:37 PM |
Ask6:03:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.290EUR |
-6.45% |
0.420
Bid Size: 7,143 |
0.430
Ask Size: 6,977 |
Edwards Lifesciences... |
85.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
PN7B40 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Edwards Lifesciences Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
85.00 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: |
23.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.32 |
| Intrinsic value: |
0.19 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.26 |
| Parity: |
0.19 |
| Time value: |
0.16 |
| Break-even: |
82.20 |
| Moneyness: |
1.02 |
| Premium: |
0.02 |
| Premium p.a.: |
0.39 |
| Spread abs.: |
0.01 |
| Spread %: |
2.94% |
| Delta: |
0.65 |
| Theta: |
-0.05 |
| Omega: |
15.00 |
| Rho: |
0.03 |
Quote data
| Open: |
0.290 |
| High: |
0.290 |
| Low: |
0.290 |
| Previous Close: |
0.310 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-49.12% |
| 1 Month |
|
|
-23.68% |
| 3 Months |
|
|
-53.23% |
| YTD |
|
|
-27.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.570 |
0.310 |
| 1M High / 1M Low: |
0.600 |
0.260 |
| 6M High / 6M Low: |
1.220 |
0.140 |
| High (YTD): |
2024-03-28 |
1.220 |
| Low (YTD): |
2024-01-24 |
0.190 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.410 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.410 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.562 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
440.77% |
| Volatility 6M: |
|
308.41% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
