BNP Paribas Call 220 CDNS 21.06.2024
/ DE000PN7B1R9
BNP Paribas Call 220 CDNS 21.06.2.../ DE000PN7B1R9 /
| 2024-04-16 10:41:17 AM |
Chg.- |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.98EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Cadence Design Syste... |
220.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
PN7B1R |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Cadence Design Systems Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-08-16 |
| Last trading day: |
2024-04-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.78 |
| Intrinsic value: |
3.62 |
| Implied volatility: |
1.72 |
| Historic volatility: |
0.26 |
| Parity: |
3.62 |
| Time value: |
4.36 |
| Break-even: |
299.80 |
| Moneyness: |
1.16 |
| Premium: |
0.17 |
| Premium p.a.: |
2.15 |
| Spread abs.: |
0.10 |
| Spread %: |
1.27% |
| Delta: |
0.71 |
| Theta: |
-0.57 |
| Omega: |
2.29 |
| Rho: |
0.14 |
Quote data
| Open: |
7.98 |
| High: |
7.98 |
| Low: |
7.98 |
| Previous Close: |
8.33 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-3.62% |
| 3 Months |
|
|
+7.55% |
| YTD |
|
|
+34.80% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
8.78 |
7.98 |
| 6M High / 6M Low: |
9.94 |
4.24 |
| High (YTD): |
2024-03-22 |
9.94 |
| Low (YTD): |
2024-01-05 |
4.24 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
8.45 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
6.95 |
| Avg. volume 6M: |
|
2.70 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
76.59% |
| Volatility 6M: |
|
97.23% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
