BNP Paribas Call 120 EW 17.01.2025
/ DE000PN5BDD0
BNP Paribas Call 120 EW 17.01.202.../ DE000PN5BDD0 /
| 2024-05-31 12:51:51 PM |
Chg.+0.026 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.110EUR |
+30.95% |
-
Bid Size: - |
-
Ask Size: - |
Edwards Lifesciences... |
120.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
PN5BDD |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Edwards Lifesciences Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-06-27 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
72.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.26 |
| Parity: |
-3.05 |
| Time value: |
0.11 |
| Break-even: |
111.71 |
| Moneyness: |
0.72 |
| Premium: |
0.39 |
| Premium p.a.: |
0.70 |
| Spread abs.: |
0.01 |
| Spread %: |
10.00% |
| Delta: |
0.13 |
| Theta: |
-0.01 |
| Omega: |
9.30 |
| Rho: |
0.06 |
Quote data
| Open: |
0.100 |
| High: |
0.110 |
| Low: |
0.100 |
| Previous Close: |
0.084 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.00% |
| 1 Month |
|
|
+10.00% |
| 3 Months |
|
|
-26.67% |
| YTD |
|
|
-15.38% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.110 |
0.084 |
| 1M High / 1M Low: |
0.150 |
0.084 |
| 6M High / 6M Low: |
0.380 |
0.057 |
| High (YTD): |
2024-03-28 |
0.380 |
| Low (YTD): |
2024-01-24 |
0.058 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.096 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.110 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.169 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
267.18% |
| Volatility 6M: |
|
265.85% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
