BNP Paribas Call 12.5 1U1 21.06.2024
/ DE000PN4Y6A0
BNP Paribas Call 12.5 1U1 21.06.2.../ DE000PN4Y6A0 /
| 2024-05-03 4:11:37 PM |
Chg.0.000 |
Bid4:39:13 PM |
Ask4:39:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.410EUR |
0.00% |
0.390
Bid Size: 50,000 |
0.410
Ask Size: 50,000 |
1+1 AG INH O.N. |
12.50 - |
2024-06-21 |
Call |
Master data
| WKN: |
PN4Y6A |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
1+1 AG INH O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
12.50 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-06-20 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.40 |
| Intrinsic value: |
0.39 |
| Implied volatility: |
0.82 |
| Historic volatility: |
0.33 |
| Parity: |
0.39 |
| Time value: |
0.05 |
| Break-even: |
16.90 |
| Moneyness: |
1.31 |
| Premium: |
0.03 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.02 |
| Spread %: |
4.76% |
| Delta: |
0.86 |
| Theta: |
-0.01 |
| Omega: |
3.20 |
| Rho: |
0.01 |
Quote data
| Open: |
0.420 |
| High: |
0.430 |
| Low: |
0.410 |
| Previous Close: |
0.410 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.82% |
| 1 Month |
|
|
+5.13% |
| 3 Months |
|
|
-32.79% |
| YTD |
|
|
-34.92% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.460 |
0.410 |
| 1M High / 1M Low: |
0.460 |
0.350 |
| 6M High / 6M Low: |
0.730 |
0.350 |
| High (YTD): |
2024-01-24 |
0.730 |
| Low (YTD): |
2024-04-17 |
0.350 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.432 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.399 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.508 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
70.28% |
| Volatility 6M: |
|
80.50% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
