BNP Paribas Call 18 MAT 20.12.2024
/ DE000PZ08690
BNP Paribas Call 18 MAT 20.12.202.../ DE000PZ08690 /
| 2024-05-29 9:47:36 AM |
Chg.+0.08 |
Bid10:12:57 AM |
Ask10:12:57 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.63EUR |
+5.16% |
1.63
Bid Size: 1,841 |
1.69
Ask Size: 1,776 |
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: |
9.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.17 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.23 |
| Parity: |
-0.26 |
| Time value: |
1.70 |
| Break-even: |
18.29 |
| Moneyness: |
0.98 |
| Premium: |
0.12 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.02 |
| Spread %: |
1.19% |
| Delta: |
0.56 |
| Theta: |
0.00 |
| Omega: |
5.37 |
| Rho: |
0.04 |
Quote data
| Open: |
1.63 |
| High: |
1.63 |
| Low: |
1.63 |
| Previous Close: |
1.55 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.91% |
| 1 Month |
|
|
-30.93% |
| 3 Months |
|
|
-53.56% |
| YTD |
|
|
-53.16% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.01 |
1.55 |
| 1M High / 1M Low: |
2.56 |
1.55 |
| 6M High / 6M Low: |
3.88 |
1.55 |
| High (YTD): |
2024-03-14 |
3.84 |
| Low (YTD): |
2024-05-28 |
1.55 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.70 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.20 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.01 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
95.88% |
| Volatility 6M: |
|
86.66% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
