BNP Paribas Call 205 HNR1 21.06.2024
/ DE000PN4P6Q7
BNP Paribas Call 205 HNR1 21.06.2.../ DE000PN4P6Q7 /
| 2024-05-02 9:50:23 PM |
Chg.-0.100 |
Bid9:59:53 PM |
Ask2024-05-02 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.740EUR |
-3.52% |
-
Bid Size: - |
-
Ask Size: - |
HANNOVER RUECK SE NA... |
205.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
PN4P6Q |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
HANNOVER RUECK SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
205.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-06-12 |
| Last trading day: |
2024-05-03 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.36 |
| Intrinsic value: |
2.32 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.19 |
| Parity: |
2.32 |
| Time value: |
0.37 |
| Break-even: |
231.90 |
| Moneyness: |
1.11 |
| Premium: |
0.02 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
-0.07 |
| Spread %: |
-2.54% |
| Delta: |
0.81 |
| Theta: |
-0.22 |
| Omega: |
6.90 |
| Rho: |
0.09 |
Quote data
| Open: |
2.930 |
| High: |
2.930 |
| Low: |
2.630 |
| Previous Close: |
2.840 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
-22.16% |
| YTD |
|
|
+35.64% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
2.740 |
2.740 |
| 6M High / 6M Low: |
5.310 |
2.000 |
| High (YTD): |
2024-03-19 |
5.310 |
| Low (YTD): |
2024-01-02 |
2.050 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
2.740 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.001 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
123.89% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
