BNP Paribas Call 18 MAT 20.12.2024
/ DE000PZ08690
BNP Paribas Call 18 MAT 20.12.202.../ DE000PZ08690 /
| 2024-06-11 1:50:31 PM |
Chg.-0.040 |
Bid2:17:17 PM |
Ask2:17:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.430EUR |
-2.72% |
1.460
Bid Size: 2,055 |
1.520
Ask Size: 1,974 |
Mattel Inc |
18.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
PZ0869 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Mattel Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
18.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-11-10 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.98 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.23 |
| Parity: |
-0.49 |
| Time value: |
1.51 |
| Break-even: |
18.23 |
| Moneyness: |
0.97 |
| Premium: |
0.12 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.02 |
| Spread %: |
1.34% |
| Delta: |
0.53 |
| Theta: |
0.00 |
| Omega: |
5.72 |
| Rho: |
0.04 |
Quote data
| Open: |
1.450 |
| High: |
1.460 |
| Low: |
1.420 |
| Previous Close: |
1.470 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.27% |
| 1 Month |
|
|
-39.41% |
| 3 Months |
|
|
-61.87% |
| YTD |
|
|
-58.79% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.650 |
1.470 |
| 1M High / 1M Low: |
2.550 |
1.470 |
| 6M High / 6M Low: |
3.850 |
1.470 |
| High (YTD): |
2024-03-12 |
3.850 |
| Low (YTD): |
2024-06-10 |
1.470 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.576 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.839 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.863 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
92.98% |
| Volatility 6M: |
|
89.44% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
