BNP Paribas Call 1.21 GBP/USD 20.09.2024
/ DE000PN874Q1
BNP Paribas Call 1.21 GBP/USD 20..../ DE000PN874Q1 /
| 2024-06-07 9:20:36 PM |
Chg.-0.560 |
Bid9:59:50 PM |
Ask9:59:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.010EUR |
-8.52% |
6.010
Bid Size: 11,000 |
6.030
Ask Size: 11,000 |
- |
1.21 USD |
2024-09-20 |
Call |
Master data
| WKN: |
PN874Q |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
1.21 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-05 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:100 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
17.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.55 |
| Intrinsic value: |
6.35 |
| Implied volatility: |
- |
| Historic volatility: |
0.06 |
| Parity: |
6.35 |
| Time value: |
0.20 |
| Break-even: |
1.18 |
| Moneyness: |
1.06 |
| Premium: |
0.00 |
| Premium p.a.: |
0.01 |
| Spread abs.: |
0.02 |
| Spread %: |
0.31% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
6.480 |
| High: |
6.640 |
| Low: |
5.980 |
| Previous Close: |
6.570 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.80% |
| 1 Month |
|
|
+29.53% |
| 3 Months |
|
|
-13.65% |
| YTD |
|
|
-13.90% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.630 |
6.120 |
| 1M High / 1M Low: |
6.630 |
4.570 |
| 6M High / 6M Low: |
7.340 |
3.870 |
| High (YTD): |
2024-03-08 |
7.320 |
| Low (YTD): |
2024-04-22 |
3.870 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.478 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.804 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
5.991 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
63.73% |
| Volatility 6M: |
|
79.55% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
