BNP Paribas Call 110 SY1 20.09.2024
/ DE000PN95Y46
BNP Paribas Call 110 SY1 20.09.20.../ DE000PN95Y46 /
| 2024-06-12 11:05:55 AM |
Chg.+0.020 |
Bid11:13:14 AM |
Ask11:13:14 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.680EUR |
+3.03% |
0.680
Bid Size: 16,000 |
0.690
Ask Size: 16,000 |
SYMRISE AG INH. O.N. |
110.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
PN95Y4 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SYMRISE AG INH. O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-24 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
16.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.59 |
| Intrinsic value: |
0.11 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.21 |
| Parity: |
0.11 |
| Time value: |
0.57 |
| Break-even: |
116.80 |
| Moneyness: |
1.01 |
| Premium: |
0.05 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.02 |
| Spread %: |
3.03% |
| Delta: |
0.59 |
| Theta: |
-0.03 |
| Omega: |
9.59 |
| Rho: |
0.16 |
Quote data
| Open: |
0.680 |
| High: |
0.680 |
| Low: |
0.680 |
| Previous Close: |
0.660 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.25% |
| 1 Month |
|
|
+142.86% |
| 3 Months |
|
|
+17.24% |
| YTD |
|
|
+51.11% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.660 |
0.590 |
| 1M High / 1M Low: |
0.660 |
0.240 |
| 6M High / 6M Low: |
0.830 |
0.230 |
| High (YTD): |
2024-03-25 |
0.830 |
| Low (YTD): |
2024-01-23 |
0.230 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.622 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.459 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.442 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
190.37% |
| Volatility 6M: |
|
176.85% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
