BNP Paribas Call 148.7 CFR 21.06.2024
/ DE000PE85RH5
BNP Paribas Call 148.7 CFR 21.06..../ DE000PE85RH5 /
| 2024-05-06 4:21:05 PM |
Chg.0.000 |
Bid2024-05-06 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.120EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
RICHEMONT N |
148.70 CHF |
2024-06-21 |
Call |
Master data
| WKN: |
PE85RH |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
RICHEMONT N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
148.70 CHF |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-02-15 |
| Last trading day: |
2024-06-20 |
| Ratio: |
9.91:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
123.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.31 |
| Parity: |
-1.85 |
| Time value: |
0.11 |
| Break-even: |
153.75 |
| Moneyness: |
0.88 |
| Premium: |
0.14 |
| Premium p.a.: |
1.92 |
| Spread abs.: |
-0.01 |
| Spread %: |
-8.33% |
| Delta: |
0.15 |
| Theta: |
-0.04 |
| Omega: |
18.20 |
| Rho: |
0.02 |
Quote data
| Open: |
0.120 |
| High: |
0.140 |
| Low: |
0.120 |
| Previous Close: |
0.120 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-58.62% |
| 3 Months |
|
|
-62.50% |
| YTD |
|
|
-14.29% |
| 1 Year |
|
|
-93.91% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.120 |
0.079 |
| 1M High / 1M Low: |
0.300 |
0.079 |
| 6M High / 6M Low: |
0.930 |
0.038 |
| High (YTD): |
2024-03-14 |
0.930 |
| Low (YTD): |
2024-01-17 |
0.038 |
| 52W High: |
2023-05-15 |
2.230 |
| 52W Low: |
2024-01-17 |
0.038 |
| Avg. price 1W: |
|
0.105 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.160 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.276 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.600 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
300.07% |
| Volatility 6M: |
|
354.71% |
| Volatility 1Y: |
|
281.46% |
| Volatility 3Y: |
|
- |
