BNP Paribas Call 20 DUE 20.09.2024
/ DE000PZ09C92
BNP Paribas Call 20 DUE 20.09.202.../ DE000PZ09C92 /
| 2024-06-07 9:20:23 PM |
Chg.-0.010 |
Bid9:58:02 PM |
Ask9:58:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.360EUR |
-2.70% |
0.350
Bid Size: 8,572 |
0.430
Ask Size: 6,977 |
DUERR AG O.N. |
20.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
PZ09C9 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
DUERR AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
20.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-10 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.36 |
| Intrinsic value: |
0.31 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.31 |
| Parity: |
0.31 |
| Time value: |
0.12 |
| Break-even: |
24.30 |
| Moneyness: |
1.16 |
| Premium: |
0.05 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.08 |
| Spread %: |
22.86% |
| Delta: |
0.76 |
| Theta: |
-0.01 |
| Omega: |
4.09 |
| Rho: |
0.04 |
Quote data
| Open: |
0.370 |
| High: |
0.380 |
| Low: |
0.350 |
| Previous Close: |
0.370 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.00% |
| 1 Month |
|
|
-29.41% |
| 3 Months |
|
|
+28.57% |
| YTD |
|
|
+9.09% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.450 |
0.360 |
| 1M High / 1M Low: |
0.560 |
0.360 |
| 6M High / 6M Low: |
0.560 |
0.190 |
| High (YTD): |
2024-05-14 |
0.560 |
| Low (YTD): |
2024-02-23 |
0.190 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.398 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.451 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.315 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
120.52% |
| Volatility 6M: |
|
143.87% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
