BNP Paribas Call 13 CCL 21.06.2024
/ DE000PE13G71
BNP Paribas Call 13 CCL 21.06.202.../ DE000PE13G71 /
2024-05-21 7:20:24 PM |
Chg.-0.100 |
Bid8:09:56 PM |
Ask8:09:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.860EUR |
-3.38% |
2.910 Bid Size: 11,000 |
2.920 Ask Size: 11,000 |
Carnival Corp |
13.00 - |
2024-06-21 |
Call |
Master data
WKN: |
PE13G7 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Carnival Corp |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
13.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2022-09-09 |
Last trading day: |
2024-06-20 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.97 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.97 |
Intrinsic value: |
1.82 |
Implied volatility: |
1.19 |
Historic volatility: |
0.41 |
Parity: |
1.82 |
Time value: |
1.16 |
Break-even: |
15.98 |
Moneyness: |
1.14 |
Premium: |
0.08 |
Premium p.a.: |
1.44 |
Spread abs.: |
0.01 |
Spread %: |
0.34% |
Delta: |
0.71 |
Theta: |
-0.03 |
Omega: |
3.54 |
Rho: |
0.01 |
Quote data
Open: |
2.910 |
High: |
2.920 |
Low: |
2.790 |
Previous Close: |
2.960 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+64.37% |
1 Month |
|
|
+67.25% |
3 Months |
|
|
+12.60% |
YTD |
|
|
-50.35% |
1 Year |
|
|
+48.96% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.960 |
1.740 |
1M High / 1M Low: |
2.960 |
1.510 |
6M High / 6M Low: |
6.310 |
1.510 |
High (YTD): |
2024-01-10 |
5.070 |
Low (YTD): |
2024-05-08 |
1.510 |
52W High: |
2023-07-05 |
7.540 |
52W Low: |
2023-11-01 |
1.410 |
Avg. price 1W: |
|
2.132 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.978 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
3.519 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
3.760 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
213.08% |
Volatility 6M: |
|
145.78% |
Volatility 1Y: |
|
146.36% |
Volatility 3Y: |
|
- |