BNP Paribas Call 110 CFR 20.12.2024
/ DE000PZ1EMR0
BNP Paribas Call 110 CFR 20.12.20.../ DE000PZ1EMR0 /
| 2024-05-31 4:21:11 PM |
Chg.+0.050 |
Bid5:17:05 PM |
Ask5:17:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.600EUR |
+1.41% |
-
Bid Size: - |
-
Ask Size: - |
RICHEMONT N |
110.00 CHF |
2024-12-20 |
Call |
Master data
| WKN: |
PZ1EMR |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
RICHEMONT N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 CHF |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-11-15 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.75 |
| Intrinsic value: |
3.37 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.31 |
| Parity: |
3.37 |
| Time value: |
0.30 |
| Break-even: |
149.07 |
| Moneyness: |
1.30 |
| Premium: |
0.02 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.02 |
| Spread %: |
0.55% |
| Delta: |
0.95 |
| Theta: |
-0.02 |
| Omega: |
3.77 |
| Rho: |
0.56 |
Quote data
| Open: |
3.480 |
| High: |
3.600 |
| Low: |
3.480 |
| Previous Close: |
3.550 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.56% |
| 1 Month |
|
|
+57.21% |
| 3 Months |
|
|
-4.51% |
| YTD |
|
|
+105.71% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.640 |
3.520 |
| 1M High / 1M Low: |
3.760 |
2.290 |
| 6M High / 6M Low: |
4.350 |
0.960 |
| High (YTD): |
2024-03-14 |
4.350 |
| Low (YTD): |
2024-01-17 |
0.960 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.584 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.173 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.709 |
| Avg. volume 6M: |
|
8.264 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
98.19% |
| Volatility 6M: |
|
147.53% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
