BNP Paribas Call 12.5 SZU 21.06.2024
/ DE000PN8XAN3
BNP Paribas Call 12.5 SZU 21.06.2.../ DE000PN8XAN3 /
| 2024-06-03 3:20:59 PM |
Chg.0.000 |
Bid4:00:05 PM |
Ask4:00:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.590EUR |
0.00% |
1.620
Bid Size: 2,000 |
1.700
Ask Size: 2,000 |
SUEDZUCKER AG O.N. |
12.50 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
PN8XAN |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SUEDZUCKER AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
12.50 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-27 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.60 |
| Intrinsic value: |
1.58 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.21 |
| Parity: |
1.58 |
| Time value: |
0.16 |
| Break-even: |
14.24 |
| Moneyness: |
1.13 |
| Premium: |
0.01 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.09 |
| Spread %: |
5.45% |
| Delta: |
0.85 |
| Theta: |
-0.01 |
| Omega: |
6.91 |
| Rho: |
0.01 |
Quote data
| Open: |
1.640 |
| High: |
1.640 |
| Low: |
1.500 |
| Previous Close: |
1.590 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.16% |
| 1 Month |
|
|
+37.07% |
| 3 Months |
|
|
+37.07% |
| YTD |
|
|
-31.47% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.590 |
1.320 |
| 1M High / 1M Low: |
1.660 |
1.110 |
| 6M High / 6M Low: |
2.540 |
0.630 |
| High (YTD): |
2024-01-02 |
2.540 |
| Low (YTD): |
2024-03-19 |
0.630 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.436 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.357 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.404 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
148.63% |
| Volatility 6M: |
|
141.04% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
