BNP Paribas Call 12.5 CCL 21.06.2024
/ DE000PE13G63
BNP Paribas Call 12.5 CCL 21.06.2.../ DE000PE13G63 /
2024-05-21 10:19:49 AM |
Chg.+0.87 |
Bid12:55:06 PM |
Ask12:55:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.30EUR |
+35.80% |
3.27 Bid Size: 5,500 |
3.35 Ask Size: 5,500 |
Carnival Corp |
12.50 - |
2024-06-21 |
Call |
Master data
WKN: |
PE13G6 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Carnival Corp |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
12.50 - |
Maturity: |
2024-06-21 |
Issue date: |
2022-09-09 |
Last trading day: |
2024-06-20 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.33 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.41 |
Intrinsic value: |
2.32 |
Implied volatility: |
1.29 |
Historic volatility: |
0.41 |
Parity: |
2.32 |
Time value: |
1.10 |
Break-even: |
15.92 |
Moneyness: |
1.19 |
Premium: |
0.07 |
Premium p.a.: |
1.33 |
Spread abs.: |
0.01 |
Spread %: |
0.29% |
Delta: |
0.74 |
Theta: |
-0.03 |
Omega: |
3.21 |
Rho: |
0.01 |
Quote data
Open: |
3.30 |
High: |
3.30 |
Low: |
3.30 |
Previous Close: |
2.43 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+58.65% |
1 Month |
|
|
+64.18% |
3 Months |
|
|
+14.98% |
YTD |
|
|
-46.08% |
1 Year |
|
|
+57.89% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.43 |
2.04 |
1M High / 1M Low: |
2.84 |
1.83 |
6M High / 6M Low: |
6.77 |
1.83 |
High (YTD): |
2024-01-10 |
5.46 |
Low (YTD): |
2024-05-08 |
1.83 |
52W High: |
2023-07-05 |
7.81 |
52W Low: |
2023-10-27 |
1.54 |
Avg. price 1W: |
|
2.27 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.29 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
3.89 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
4.07 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
155.66% |
Volatility 6M: |
|
122.72% |
Volatility 1Y: |
|
135.52% |
Volatility 3Y: |
|
- |