BNP Paribas Call 140 FI 21.06.2024
/ DE000PN7B5E8
BNP Paribas Call 140 FI 21.06.202.../ DE000PN7B5E8 /
| 2024-05-24 9:50:43 PM |
Chg.-0.020 |
Bid9:58:29 PM |
Ask9:58:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.030EUR |
-1.90% |
1.040
Bid Size: 2,885 |
1.050
Ask Size: 2,858 |
Fiserv |
140.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
PN7B5E |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Fiserv |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-08-16 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.00 |
| Intrinsic value: |
0.95 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.15 |
| Parity: |
0.95 |
| Time value: |
0.10 |
| Break-even: |
139.57 |
| Moneyness: |
1.07 |
| Premium: |
0.01 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
0.96% |
| Delta: |
0.87 |
| Theta: |
-0.05 |
| Omega: |
11.52 |
| Rho: |
0.08 |
Quote data
| Open: |
1.040 |
| High: |
1.120 |
| Low: |
1.020 |
| Previous Close: |
1.050 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.60% |
| 1 Month |
|
|
-39.05% |
| 3 Months |
|
|
-30.87% |
| YTD |
|
|
+77.59% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.290 |
1.030 |
| 1M High / 1M Low: |
1.690 |
1.030 |
| 6M High / 6M Low: |
2.060 |
0.360 |
| High (YTD): |
2024-03-28 |
2.060 |
| Low (YTD): |
2024-01-03 |
0.500 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.146 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.301 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.120 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
158.76% |
| Volatility 6M: |
|
144.16% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
