BNP Paribas Call 13.5 CCL 21.06.2024
/ DE000PE13G89
BNP Paribas Call 13.5 CCL 21.06.2.../ DE000PE13G89 /
| 2024-05-21 10:19:49 AM |
Chg.+0.81 |
Bid8:47:41 PM |
Ask8:47:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.43EUR |
+50.00% |
2.51
Bid Size: 11,200 |
2.52
Ask Size: 11,200 |
Carnival Corp |
13.50 - |
2024-06-21 |
Call |
Master data
| WKN: |
PE13G8 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Carnival Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
13.50 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2022-09-09 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.56 |
| Intrinsic value: |
1.32 |
| Implied volatility: |
1.09 |
| Historic volatility: |
0.41 |
| Parity: |
1.32 |
| Time value: |
1.23 |
| Break-even: |
16.05 |
| Moneyness: |
1.10 |
| Premium: |
0.08 |
| Premium p.a.: |
1.57 |
| Spread abs.: |
0.01 |
| Spread %: |
0.39% |
| Delta: |
0.68 |
| Theta: |
-0.03 |
| Omega: |
3.94 |
| Rho: |
0.01 |
Quote data
| Open: |
2.43 |
| High: |
2.43 |
| Low: |
2.43 |
| Previous Close: |
1.62 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+80.00% |
| 1 Month |
|
|
+74.82% |
| 3 Months |
|
|
+7.52% |
| YTD |
|
|
-54.83% |
| 1 Year |
|
|
+37.29% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.62 |
1.31 |
| 1M High / 1M Low: |
2.09 |
1.16 |
| 6M High / 6M Low: |
6.02 |
1.16 |
| High (YTD): |
2024-01-10 |
4.73 |
| Low (YTD): |
2024-05-08 |
1.16 |
| 52W High: |
2023-07-05 |
7.16 |
| 52W Low: |
2024-05-08 |
1.16 |
| Avg. price 1W: |
|
1.50 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.56 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.20 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
3.47 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
195.62% |
| Volatility 6M: |
|
142.34% |
| Volatility 1Y: |
|
151.59% |
| Volatility 3Y: |
|
- |
