BNP Paribas Call 16 TRIP 17.01.2025
/ DE000PN33CN6
BNP Paribas Call 16 TRIP 17.01.20.../ DE000PN33CN6 /
2024-05-17 8:50:33 PM |
Chg.-0.440 |
Bid2024-05-17 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
3.820EUR |
-10.33% |
3.820 Bid Size: 4,200 |
- Ask Size: - |
TripAdvisor Inc |
16.00 USD |
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 USD |
Maturity: |
2025-01-17 |
Issue date: |
2023-05-31 |
Last trading day: |
2025-01-16 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.92 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.98 |
Intrinsic value: |
2.48 |
Implied volatility: |
0.54 |
Historic volatility: |
0.45 |
Parity: |
2.48 |
Time value: |
1.91 |
Break-even: |
19.11 |
Moneyness: |
1.17 |
Premium: |
0.11 |
Premium p.a.: |
0.17 |
Spread abs.: |
0.12 |
Spread %: |
2.81% |
Delta: |
0.74 |
Theta: |
-0.01 |
Omega: |
2.88 |
Rho: |
0.06 |
Quote data
Open: |
4.230 |
High: |
4.230 |
Low: |
3.820 |
Previous Close: |
4.260 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-2.55% |
1 Month |
|
|
-60.46% |
3 Months |
|
|
-65.24% |
YTD |
|
|
-44.80% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.590 |
3.920 |
1M High / 1M Low: |
11.360 |
3.920 |
6M High / 6M Low: |
12.140 |
3.920 |
High (YTD): |
2024-03-25 |
12.140 |
Low (YTD): |
2024-05-10 |
3.920 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.290 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
8.156 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
8.215 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
208.14% |
Volatility 6M: |
|
119.45% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |