BNP Paribas Call 22 SZG 20.09.2024
/ DE000PN8XAF9
BNP Paribas Call 22 SZG 20.09.202.../ DE000PN8XAF9 /
| 2024-06-07 9:20:28 PM |
Chg.-0.030 |
Bid2024-06-07 |
Ask2024-06-07 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.130EUR |
-18.75% |
0.130
Bid Size: 10,000 |
0.140
Ask Size: 10,000 |
SALZGITTER AG O.N. |
22.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
PN8XAF |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SALZGITTER AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
22.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-27 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
14.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.12 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.35 |
| Parity: |
-0.12 |
| Time value: |
0.14 |
| Break-even: |
23.40 |
| Moneyness: |
0.95 |
| Premium: |
0.12 |
| Premium p.a.: |
0.50 |
| Spread abs.: |
0.01 |
| Spread %: |
7.69% |
| Delta: |
0.46 |
| Theta: |
-0.01 |
| Omega: |
6.88 |
| Rho: |
0.02 |
Quote data
| Open: |
0.160 |
| High: |
0.160 |
| Low: |
0.120 |
| Previous Close: |
0.160 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-45.83% |
| 1 Month |
|
|
-40.91% |
| 3 Months |
|
|
-62.86% |
| YTD |
|
|
-82.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.220 |
0.130 |
| 1M High / 1M Low: |
0.280 |
0.130 |
| 6M High / 6M Low: |
0.860 |
0.130 |
| High (YTD): |
2024-01-02 |
0.720 |
| Low (YTD): |
2024-06-07 |
0.130 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.170 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.218 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.437 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
221.94% |
| Volatility 6M: |
|
153.74% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
