BNP Paribas Call 15 SOBA 21.06.2024
/ DE000PN67SS9
BNP Paribas Call 15 SOBA 21.06.20.../ DE000PN67SS9 /
2024-05-21 2:50:47 PM |
Chg.+0.010 |
Bid2:57:44 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
2.390EUR |
+0.42% |
2.380 Bid Size: 3,700 |
- Ask Size: - |
AT + T INC. ... |
15.00 - |
2024-06-21 |
Call |
Master data
WKN: |
PN67SS |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
AT + T INC. DL 1 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
15.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2023-08-15 |
Last trading day: |
2024-06-20 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
6.78 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.24 |
Intrinsic value: |
1.13 |
Implied volatility: |
0.96 |
Historic volatility: |
0.22 |
Parity: |
1.13 |
Time value: |
1.25 |
Break-even: |
17.38 |
Moneyness: |
1.08 |
Premium: |
0.08 |
Premium p.a.: |
1.40 |
Spread abs.: |
-0.03 |
Spread %: |
-1.24% |
Delta: |
0.66 |
Theta: |
-0.03 |
Omega: |
4.47 |
Rho: |
0.01 |
Quote data
Open: |
2.350 |
High: |
2.430 |
Low: |
2.350 |
Previous Close: |
2.380 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+7.17% |
1 Month |
|
|
+36.57% |
3 Months |
|
|
+9.63% |
YTD |
|
|
+18.91% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.380 |
2.230 |
1M High / 1M Low: |
2.380 |
1.600 |
6M High / 6M Low: |
3.120 |
1.480 |
High (YTD): |
2024-02-01 |
3.120 |
Low (YTD): |
2024-04-16 |
1.480 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.276 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.037 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.119 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
97.78% |
Volatility 6M: |
|
110.85% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |