BNP Paribas Call 11.5 EUR/NOK 20.09.2024
/ DE000PN6V505
BNP Paribas Call 11.5 EUR/NOK 20..../ DE000PN6V505 /
| 2024-05-06 5:20:11 PM |
Chg.-0.060 |
Bid6:05:34 PM |
Ask6:05:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.290EUR |
-1.79% |
3.260
Bid Size: 5,000 |
3.380
Ask Size: 5,000 |
- |
11.50 NOK |
2024-09-20 |
Call |
Master data
| WKN: |
PN6V50 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
11.50 NOK |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-08-07 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:100 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
28.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.16 |
| Intrinsic value: |
1.74 |
| Implied volatility: |
0.06 |
| Historic volatility: |
0.01 |
| Parity: |
1.74 |
| Time value: |
1.79 |
| Break-even: |
1.02 |
| Moneyness: |
1.02 |
| Premium: |
0.02 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.12 |
| Spread %: |
3.52% |
| Delta: |
0.82 |
| Theta: |
0.00 |
| Omega: |
23.13 |
| Rho: |
0.00 |
Quote data
| Open: |
3.310 |
| High: |
3.330 |
| Low: |
3.190 |
| Previous Close: |
3.350 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.64% |
| 1 Month |
|
|
-2.37% |
| 3 Months |
|
|
-1.50% |
| YTD |
|
|
-0.60% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
4.220 |
3.350 |
| 1M High / 1M Low: |
4.220 |
3.170 |
| 6M High / 6M Low: |
6.620 |
2.620 |
| High (YTD): |
2024-04-30 |
4.220 |
| Low (YTD): |
2024-03-07 |
2.620 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.845 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.605 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.860 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
99.81% |
| Volatility 6M: |
|
95.23% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
