BNP Paribas Call 260 AMG 21.06.2024
/ DE000PN6Z7J6
BNP Paribas Call 260 AMG 21.06.20.../ DE000PN6Z7J6 /
| 2024-05-10 9:50:32 PM |
Chg.-0.290 |
Bid9:59:33 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.730EUR |
-5.78% |
-
Bid Size: - |
-
Ask Size: - |
AMGEN INC. DL-... |
260.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
PN6Z7J |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
AMGEN INC. DL-,0001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
260.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-08-11 |
| Last trading day: |
2024-05-13 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.31 |
| Intrinsic value: |
2.25 |
| Implied volatility: |
1.54 |
| Historic volatility: |
0.22 |
| Parity: |
2.25 |
| Time value: |
2.48 |
| Break-even: |
307.30 |
| Moneyness: |
1.09 |
| Premium: |
0.09 |
| Premium p.a.: |
5.84 |
| Spread abs.: |
0.07 |
| Spread %: |
1.50% |
| Delta: |
0.66 |
| Theta: |
-1.05 |
| Omega: |
3.97 |
| Rho: |
0.06 |
Quote data
| Open: |
4.990 |
| High: |
5.060 |
| Low: |
4.700 |
| Previous Close: |
5.020 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-0.84% |
| 3 Months |
|
|
+92.28% |
| YTD |
|
|
+35.14% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
5.020 |
3.810 |
| 6M High / 6M Low: |
6.370 |
1.390 |
| High (YTD): |
2024-02-01 |
6.370 |
| Low (YTD): |
2024-04-18 |
1.390 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
4.366 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.255 |
| Avg. volume 6M: |
|
85.685 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
150.42% |
| Volatility 6M: |
|
228.59% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
