BNP Paribas Call 12 CCL 21.06.2024
/ DE000PE13G55
BNP Paribas Call 12 CCL 21.06.202.../ DE000PE13G55 /
| 2024-05-21 10:19:49 AM |
Chg.+0.89 |
Bid8:42:13 PM |
Ask8:42:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.75EUR |
+31.12% |
3.81
Bid Size: 10,800 |
3.82
Ask Size: 10,800 |
Carnival Corp |
12.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
PE13G5 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Carnival Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
12.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2022-09-09 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.88 |
| Intrinsic value: |
2.82 |
| Implied volatility: |
1.39 |
| Historic volatility: |
0.41 |
| Parity: |
2.82 |
| Time value: |
1.05 |
| Break-even: |
15.87 |
| Moneyness: |
1.23 |
| Premium: |
0.07 |
| Premium p.a.: |
1.25 |
| Spread abs.: |
0.01 |
| Spread %: |
0.26% |
| Delta: |
0.77 |
| Theta: |
-0.03 |
| Omega: |
2.94 |
| Rho: |
0.01 |
Quote data
| Open: |
3.75 |
| High: |
3.75 |
| Low: |
3.75 |
| Previous Close: |
2.86 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+50.00% |
| 1 Month |
|
|
+58.90% |
| 3 Months |
|
|
+17.19% |
| YTD |
|
|
-42.31% |
| 1 Year |
|
|
+65.20% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.86 |
2.45 |
| 1M High / 1M Low: |
3.25 |
2.22 |
| 6M High / 6M Low: |
7.16 |
2.22 |
| High (YTD): |
2024-01-10 |
5.84 |
| Low (YTD): |
2024-05-08 |
2.22 |
| 52W High: |
2023-07-05 |
8.14 |
| 52W Low: |
2023-10-27 |
1.72 |
| Avg. price 1W: |
|
2.69 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.69 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.26 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
4.39 |
| Avg. volume 1Y: |
|
1.96 |
| Volatility 1M: |
|
135.95% |
| Volatility 6M: |
|
113.94% |
| Volatility 1Y: |
|
128.70% |
| Volatility 3Y: |
|
- |
