BNP Paribas Call 241.564 VOLV/B 20.12.2024
/ DE000PN7EZU7
BNP Paribas Call 241.564 VOLV/B 2.../ DE000PN7EZU7 /
| 2024-05-23 8:32:46 AM |
Chg.+0.11 |
Bid9:20:27 AM |
Ask9:20:27 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.84EUR |
+2.33% |
4.91
Bid Size: 3,700 |
4.95
Ask Size: 3,700 |
Volvo, AB ser. B |
241.5635 SEK |
2024-12-20 |
Call |
Master data
| WKN: |
PN7EZU |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Volvo, AB ser. B |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
241.56 SEK |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-08-17 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1.03 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.68 |
| Intrinsic value: |
3.92 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.23 |
| Parity: |
3.92 |
| Time value: |
1.04 |
| Break-even: |
25.60 |
| Moneyness: |
1.18 |
| Premium: |
0.04 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.17 |
| Spread %: |
3.55% |
| Delta: |
0.83 |
| Theta: |
0.00 |
| Omega: |
4.27 |
| Rho: |
0.09 |
Quote data
| Open: |
4.84 |
| High: |
4.84 |
| Low: |
4.84 |
| Previous Close: |
4.73 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.42% |
| 1 Month |
|
|
+1.04% |
| 3 Months |
|
|
+35.96% |
| YTD |
|
|
+66.90% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.96 |
4.71 |
| 1M High / 1M Low: |
4.96 |
3.80 |
| 6M High / 6M Low: |
6.48 |
1.62 |
| High (YTD): |
2024-03-28 |
6.48 |
| Low (YTD): |
2024-01-22 |
1.85 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.79 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.61 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.61 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
80.88% |
| Volatility 6M: |
|
91.64% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
