BNP Paribas Call 16 TRIP 17.01.2025
/ DE000PN33CN6
BNP Paribas Call 16 TRIP 17.01.20.../ DE000PN33CN6 /
| 2024-05-17 10:21:34 AM |
Chg.-0.16 |
Bid2:09:31 PM |
Ask2:09:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.23EUR |
-3.64% |
4.20
Bid Size: 2,100 |
-
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: |
4.23 |
| High: |
4.23 |
| Low: |
4.23 |
| Previous Close: |
4.39 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.48% |
| 1 Month |
|
|
-55.38% |
| 3 Months |
|
|
-63.34% |
| YTD |
|
|
-39.05% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.67 |
4.09 |
| 1M High / 1M Low: |
11.46 |
4.05 |
| 6M High / 6M Low: |
12.21 |
4.05 |
| High (YTD): |
2024-03-26 |
12.21 |
| Low (YTD): |
2024-05-09 |
4.05 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.34 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
8.47 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
8.27 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
219.37% |
| Volatility 6M: |
|
120.05% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
