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: |
|
- |
