BNP Paribas Call 16 TRIP 17.01.2025
/ DE000PN33CN6
BNP Paribas Call 16 TRIP 17.01.20.../ DE000PN33CN6 /
2024-05-17 9:50:30 PM |
Chg.-0.450 |
Bid9:59:24 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
3.810EUR |
-10.56% |
- Bid Size: - |
- Ask Size: - |
TripAdvisor Inc |
16.00 - |
2025-01-17 |
Call |
Master data
WKN: |
PN33CN |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
TripAdvisor Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
16.00 - |
Maturity: |
2025-01-17 |
Issue date: |
2023-05-31 |
Last trading day: |
2024-05-20 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.00 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.95 |
Intrinsic value: |
0.94 |
Implied volatility: |
0.71 |
Historic volatility: |
0.44 |
Parity: |
0.94 |
Time value: |
3.29 |
Break-even: |
20.23 |
Moneyness: |
1.06 |
Premium: |
0.19 |
Premium p.a.: |
0.34 |
Spread abs.: |
0.41 |
Spread %: |
10.73% |
Delta: |
0.66 |
Theta: |
-0.01 |
Omega: |
2.65 |
Rho: |
0.04 |
Quote data
Open: |
4.230 |
High: |
4.230 |
Low: |
3.810 |
Previous Close: |
4.260 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-60.48% |
3 Months |
|
|
-63.71% |
YTD |
|
|
-44.94% |
1 Year |
|
|
-14.00% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
9.640 |
3.810 |
6M High / 6M Low: |
12.140 |
3.810 |
High (YTD): |
2024-03-25 |
12.140 |
Low (YTD): |
2024-05-17 |
3.810 |
52W High: |
2024-03-25 |
12.140 |
52W Low: |
2023-11-01 |
2.670 |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
4.808 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
8.584 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
6.168 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
323.56% |
Volatility 6M: |
|
125.31% |
Volatility 1Y: |
|
113.52% |
Volatility 3Y: |
|
- |