BNP Paribas Call 15 SOBA 21.06.2024
/ DE000PN67SS9
BNP Paribas Call 15 SOBA 21.06.20.../ DE000PN67SS9 /
| 2024-05-21 12:50:57 PM |
Chg.+0.09 |
Bid1:57:59 PM |
Ask1:57:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.39EUR |
+3.91% |
2.44
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: |
2.34 |
| High: |
2.39 |
| Low: |
2.34 |
| Previous Close: |
2.30 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.64% |
| 1 Month |
|
|
+51.27% |
| 3 Months |
|
|
+12.21% |
| YTD |
|
|
+18.32% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.30 |
2.20 |
| 1M High / 1M Low: |
2.30 |
1.57 |
| 6M High / 6M Low: |
3.13 |
1.49 |
| High (YTD): |
2024-02-02 |
3.13 |
| Low (YTD): |
2024-04-17 |
1.49 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.25 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.02 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.12 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
114.58% |
| Volatility 6M: |
|
115.00% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
