BNP Paribas Call 13.5 UTDI 21.06.2024
/ DE000PN4Z4W8
BNP Paribas Call 13.5 UTDI 21.06..../ DE000PN4Z4W8 /
| 2024-05-10 6:14:05 PM |
Chg.- |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.940EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
UTD.INTERNET AG NA |
13.50 - |
2024-06-21 |
Call |
Master data
| WKN: |
PN4Z4W |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
UTD.INTERNET AG NA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
13.50 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-06-20 |
| Last trading day: |
2024-05-13 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.86 |
| Intrinsic value: |
0.86 |
| Implied volatility: |
2.06 |
| Historic volatility: |
0.36 |
| Parity: |
0.86 |
| Time value: |
0.10 |
| Break-even: |
23.10 |
| Moneyness: |
1.64 |
| Premium: |
0.05 |
| Premium p.a.: |
0.84 |
| Spread abs.: |
0.02 |
| Spread %: |
2.13% |
| Delta: |
0.88 |
| Theta: |
-0.05 |
| Omega: |
2.02 |
| Rho: |
0.01 |
Quote data
| Open: |
0.960 |
| High: |
0.960 |
| Low: |
0.910 |
| Previous Close: |
0.950 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-1.05% |
| 3 Months |
|
|
+1.08% |
| YTD |
|
|
-3.09% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.980 |
0.900 |
| 6M High / 6M Low: |
1.170 |
0.600 |
| High (YTD): |
2024-01-26 |
1.170 |
| Low (YTD): |
2024-04-16 |
0.660 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.938 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.885 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
42.09% |
| Volatility 6M: |
|
76.11% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
