BNP Paribas Call 223.81 HNR1 21.06.2024
/ DE000PN4P6Y1
BNP Paribas Call 223.81 HNR1 21.0.../ DE000PN4P6Y1 /
2024-05-07 9:50:21 PM |
Chg.+0.100 |
Bid9:58:04 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
1.130EUR |
+9.71% |
- Bid Size: - |
- Ask Size: - |
HANNOVER RUECK SE NA... |
223.81 - |
2024-06-21 |
Call |
Master data
WKN: |
PN4P6Y |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
HANNOVER RUECK SE NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
223.81 - |
Maturity: |
2024-06-21 |
Issue date: |
2023-06-12 |
Last trading day: |
2024-05-08 |
Ratio: |
9.95:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
21.24 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.69 |
Intrinsic value: |
0.44 |
Implied volatility: |
0.38 |
Historic volatility: |
0.19 |
Parity: |
0.44 |
Time value: |
0.64 |
Break-even: |
234.56 |
Moneyness: |
1.02 |
Premium: |
0.03 |
Premium p.a.: |
0.65 |
Spread abs.: |
-0.06 |
Spread %: |
-5.26% |
Delta: |
0.61 |
Theta: |
-0.21 |
Omega: |
12.99 |
Rho: |
0.07 |
Quote data
Open: |
0.920 |
High: |
1.130 |
Low: |
0.910 |
Previous Close: |
1.030 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+16.49% |
3 Months |
|
|
-38.59% |
YTD |
|
|
+26.97% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
1.130 |
0.810 |
6M High / 6M Low: |
3.390 |
0.810 |
High (YTD): |
2024-03-19 |
3.390 |
Low (YTD): |
2024-05-03 |
0.810 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
0.985 |
Avg. volume 1M: |
|
500 |
Avg. price 6M: |
|
1.464 |
Avg. volume 6M: |
|
37.736 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
347.43% |
Volatility 6M: |
|
194.37% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |