BNP Paribas Call 170 AIL 21.06.2024
/ DE000PN2EVW3
BNP Paribas Call 170 AIL 21.06.20.../ DE000PN2EVW3 /
| 2024-05-10 9:07:12 AM |
Chg.- |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.77EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
AIR LIQUIDE INH. EO ... |
170.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
PN2EVW |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
AIR LIQUIDE INH. EO 5,50 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
170.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-04-24 |
| Last trading day: |
2024-05-13 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
10.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.62 |
| Intrinsic value: |
1.55 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.17 |
| Parity: |
1.55 |
| Time value: |
0.21 |
| Break-even: |
187.60 |
| Moneyness: |
1.09 |
| Premium: |
0.01 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.11 |
| Spread %: |
6.67% |
| Delta: |
0.84 |
| Theta: |
-0.08 |
| Omega: |
8.85 |
| Rho: |
0.12 |
Quote data
| Open: |
1.77 |
| High: |
1.77 |
| Low: |
1.77 |
| Previous Close: |
1.65 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-1.67% |
| 3 Months |
|
|
+4.73% |
| YTD |
|
|
+27.34% |
| 1 Year |
|
|
+50.00% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
2.07 |
1.21 |
| 6M High / 6M Low: |
2.75 |
0.71 |
| High (YTD): |
2024-03-15 |
2.75 |
| Low (YTD): |
2024-02-13 |
0.71 |
| 52W High: |
2024-03-15 |
2.75 |
| 52W Low: |
2023-10-23 |
0.42 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.60 |
| Avg. volume 1M: |
|
178.57 |
| Avg. price 6M: |
|
1.58 |
| Avg. volume 6M: |
|
42.37 |
| Avg. price 1Y: |
|
1.21 |
| Avg. volume 1Y: |
|
20.08 |
| Volatility 1M: |
|
181.79% |
| Volatility 6M: |
|
179.83% |
| Volatility 1Y: |
|
160.28% |
| Volatility 3Y: |
|
- |
