BNP Paribas Call 160 TII 21.06.2024
/ DE000PN256W9
BNP Paribas Call 160 TII 21.06.20.../ DE000PN256W9 /
| 2024-05-24 9:50:33 PM |
Chg.+0.090 |
Bid9:59:48 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.640EUR |
+2.54% |
-
Bid Size: - |
-
Ask Size: - |
TEXAS INSTR. ... |
160.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
PN256W |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
TEXAS INSTR. DL 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-05-11 |
| Last trading day: |
2024-05-27 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.01 |
| Intrinsic value: |
1.98 |
| Implied volatility: |
1.54 |
| Historic volatility: |
0.22 |
| Parity: |
1.98 |
| Time value: |
1.58 |
| Break-even: |
195.60 |
| Moneyness: |
1.12 |
| Premium: |
0.09 |
| Premium p.a.: |
3.67 |
| Spread abs.: |
-0.11 |
| Spread %: |
-3.00% |
| Delta: |
0.69 |
| Theta: |
-0.58 |
| Omega: |
3.51 |
| Rho: |
0.05 |
Quote data
| Open: |
3.520 |
| High: |
3.720 |
| Low: |
3.520 |
| Previous Close: |
3.550 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+101.11% |
| 3 Months |
|
|
+124.69% |
| YTD |
|
|
+91.58% |
| 1 Year |
|
|
+23.39% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
3.880 |
1.590 |
| 6M High / 6M Low: |
3.880 |
0.790 |
| High (YTD): |
2024-05-22 |
3.880 |
| Low (YTD): |
2024-04-19 |
0.790 |
| 52W High: |
2024-05-22 |
3.880 |
| 52W Low: |
2023-10-30 |
0.630 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
2.891 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.623 |
| Avg. volume 6M: |
|
45 |
| Avg. price 1Y: |
|
1.792 |
| Avg. volume 1Y: |
|
21.514 |
| Volatility 1M: |
|
98.19% |
| Volatility 6M: |
|
177.95% |
| Volatility 1Y: |
|
152.16% |
| Volatility 3Y: |
|
- |
