BNP Paribas Call 1.27 GBP/USD 20.09.2024
/ DE000PN874N8
BNP Paribas Call 1.27 GBP/USD 20..../ DE000PN874N8 /
2024-05-31 9:20:47 PM |
Chg.-0.060 |
Bid9:59:41 PM |
Ask9:59:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.030EUR |
-2.87% |
2.090 Bid Size: 7,000 |
2.100 Ask Size: 7,000 |
- |
1.27 USD |
2024-09-20 |
Call |
Master data
WKN: |
PN874N |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
1.27 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: |
55.93 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.60 |
Intrinsic value: |
0.38 |
Implied volatility: |
0.04 |
Historic volatility: |
0.06 |
Parity: |
0.38 |
Time value: |
1.72 |
Break-even: |
1.19 |
Moneyness: |
1.00 |
Premium: |
0.01 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.01 |
Spread %: |
0.48% |
Delta: |
0.75 |
Theta: |
0.00 |
Omega: |
41.89 |
Rho: |
0.00 |
Quote data
Open: |
1.960 |
High: |
2.160 |
Low: |
1.930 |
Previous Close: |
2.090 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-2.40% |
1 Month |
|
|
+40.00% |
3 Months |
|
|
-15.77% |
YTD |
|
|
-41.16% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.230 |
1.940 |
1M High / 1M Low: |
2.230 |
1.320 |
6M High / 6M Low: |
3.740 |
1.090 |
High (YTD): |
2024-01-08 |
3.470 |
Low (YTD): |
2024-04-22 |
1.090 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.094 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.807 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.456 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
124.48% |
Volatility 6M: |
|
125.68% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |