BNP Paribas Call 19 DUE 20.09.2024
/ DE000PZ09DA5
BNP Paribas Call 19 DUE 20.09.202.../ DE000PZ09DA5 /
| 2024-06-10 12:20:49 PM |
Chg.-0.030 |
Bid1:02:06 PM |
Ask1:02:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.410EUR |
-6.82% |
0.410
Bid Size: 20,000 |
0.490
Ask Size: 20,000 |
DUERR AG O.N. |
19.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
PZ09DA |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
DUERR AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
19.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-10 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.45 |
| Intrinsic value: |
0.41 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.31 |
| Parity: |
0.41 |
| Time value: |
0.10 |
| Break-even: |
24.10 |
| Moneyness: |
1.22 |
| Premium: |
0.04 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.08 |
| Spread %: |
18.60% |
| Delta: |
0.81 |
| Theta: |
-0.01 |
| Omega: |
3.66 |
| Rho: |
0.04 |
Quote data
| Open: |
0.430 |
| High: |
0.430 |
| Low: |
0.410 |
| Previous Close: |
0.440 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.00% |
| 1 Month |
|
|
-32.79% |
| 3 Months |
|
|
+20.59% |
| YTD |
|
|
+5.13% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.540 |
0.440 |
| 1M High / 1M Low: |
0.650 |
0.440 |
| 6M High / 6M Low: |
0.650 |
0.250 |
| High (YTD): |
2024-05-14 |
0.650 |
| Low (YTD): |
2024-02-26 |
0.250 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.484 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.537 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.382 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
103.79% |
| Volatility 6M: |
|
129.82% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
