BNP Paribas Call 220 SRT3 21.06.2024
/ DE000PZ1AKJ9
BNP Paribas Call 220 SRT3 21.06.2.../ DE000PZ1AKJ9 /
| 2024-04-16 9:50:15 PM |
Chg.+0.030 |
Bid2024-04-16 |
Ask2024-04-16 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.220EUR |
+2.52% |
-
Bid Size: - |
-
Ask Size: - |
SARTORIUS AG VZO O.N... |
220.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
PZ1AKJ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SARTORIUS AG VZO O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-11-13 |
| Last trading day: |
2024-04-17 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.64 |
| Intrinsic value: |
0.62 |
| Implied volatility: |
2.54 |
| Historic volatility: |
0.46 |
| Parity: |
0.62 |
| Time value: |
0.63 |
| Break-even: |
344.00 |
| Moneyness: |
1.28 |
| Premium: |
0.22 |
| Premium p.a.: |
3.45 |
| Spread abs.: |
0.02 |
| Spread %: |
1.64% |
| Delta: |
0.77 |
| Theta: |
-0.82 |
| Omega: |
1.75 |
| Rho: |
0.12 |
Quote data
| Open: |
1.210 |
| High: |
1.240 |
| Low: |
1.190 |
| Previous Close: |
1.190 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-8.27% |
| 3 Months |
|
|
+2.52% |
| YTD |
|
|
-0.81% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.360 |
1.180 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-03-22 |
1.620 |
| Low (YTD): |
2024-01-17 |
0.880 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.260 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
90.98% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
