BNP Paribas Call 20 MAT 20.12.2024
/ DE000PN63TL1
BNP Paribas Call 20 MAT 20.12.202.../ DE000PN63TL1 /
| 2024-06-04 9:47:40 AM |
Chg.+0.010 |
Bid5:47:58 PM |
Ask5:47:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.920EUR |
+1.10% |
0.900
Bid Size: 3,334 |
0.920
Ask Size: 3,296 |
Mattel Inc |
20.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
PN63TL |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Mattel Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
20.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-08-14 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
17.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.51 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.23 |
| Parity: |
-1.99 |
| Time value: |
0.95 |
| Break-even: |
19.29 |
| Moneyness: |
0.89 |
| Premium: |
0.18 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
0.02 |
| Spread %: |
2.15% |
| Delta: |
0.39 |
| Theta: |
0.00 |
| Omega: |
6.74 |
| Rho: |
0.03 |
Quote data
| Open: |
0.920 |
| High: |
0.920 |
| Low: |
0.920 |
| Previous Close: |
0.910 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.20% |
| 1 Month |
|
|
-37.84% |
| 3 Months |
|
|
-61.98% |
| YTD |
|
|
-63.92% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.910 |
0.800 |
| 1M High / 1M Low: |
1.570 |
0.800 |
| 6M High / 6M Low: |
2.900 |
0.800 |
| High (YTD): |
2024-03-14 |
2.760 |
| Low (YTD): |
2024-05-30 |
0.800 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.846 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.202 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.028 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
120.19% |
| Volatility 6M: |
|
104.77% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
