BNP Paribas Call 11.5 CCL 21.06.2024
/ DE000PE13G48
BNP Paribas Call 11.5 CCL 21.06.2.../ DE000PE13G48 /
| 2024-05-21 8:55:40 AM |
Chg.+0.95 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.25EUR |
+28.79% |
-
Bid Size: - |
-
Ask Size: - |
Carnival Corp |
11.50 - |
2024-06-21 |
Call |
Master data
| WKN: |
PE13G4 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Carnival Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
11.50 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2022-09-09 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.36 |
| Intrinsic value: |
3.32 |
| Implied volatility: |
1.50 |
| Historic volatility: |
0.41 |
| Parity: |
3.32 |
| Time value: |
1.00 |
| Break-even: |
15.82 |
| Moneyness: |
1.29 |
| Premium: |
0.07 |
| Premium p.a.: |
1.17 |
| Spread abs.: |
0.01 |
| Spread %: |
0.23% |
| Delta: |
0.79 |
| Theta: |
-0.03 |
| Omega: |
2.71 |
| Rho: |
0.01 |
Quote data
| Open: |
4.25 |
| High: |
4.25 |
| Low: |
4.25 |
| Previous Close: |
3.30 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+45.05% |
| 1 Month |
|
|
+54.55% |
| 3 Months |
|
|
+19.72% |
| YTD |
|
|
-38.32% |
| 1 Year |
|
|
+72.76% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.30 |
2.88 |
| 1M High / 1M Low: |
3.67 |
2.64 |
| 6M High / 6M Low: |
7.56 |
2.64 |
| High (YTD): |
2024-01-10 |
6.23 |
| Low (YTD): |
2024-05-08 |
2.64 |
| 52W High: |
2023-07-05 |
8.48 |
| 52W Low: |
2023-10-27 |
1.91 |
| Avg. price 1W: |
|
3.13 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.11 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.65 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
4.73 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
120.07% |
| Volatility 6M: |
|
105.82% |
| Volatility 1Y: |
|
122.09% |
| Volatility 3Y: |
|
- |
