BNP Paribas Call 28 AXA 20.12.2024
/ DE000PN7DKB1
BNP Paribas Call 28 AXA 20.12.202.../ DE000PN7DKB1 /
| 2024-06-03 8:23:40 AM |
Chg.+0.020 |
Bid12:05:47 PM |
Ask12:05:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.650EUR |
+3.17% |
0.640
Bid Size: 82,000 |
0.660
Ask Size: 82,000 |
AXA S.A. INH. EO... |
28.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
PN7DKB |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
AXA S.A. INH. EO 2,29 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
28.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-08-16 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.57 |
| Intrinsic value: |
0.51 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.16 |
| Parity: |
0.51 |
| Time value: |
0.18 |
| Break-even: |
34.80 |
| Moneyness: |
1.18 |
| Premium: |
0.05 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.04 |
| Spread %: |
6.25% |
| Delta: |
0.80 |
| Theta: |
-0.01 |
| Omega: |
3.86 |
| Rho: |
0.11 |
Quote data
| Open: |
0.650 |
| High: |
0.650 |
| Low: |
0.650 |
| Previous Close: |
0.630 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.52% |
| 1 Month |
|
|
+32.65% |
| 3 Months |
|
|
+18.18% |
| YTD |
|
|
+103.13% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.680 |
0.610 |
| 1M High / 1M Low: |
0.680 |
0.490 |
| 6M High / 6M Low: |
0.720 |
0.290 |
| High (YTD): |
2024-04-04 |
0.720 |
| Low (YTD): |
2024-01-12 |
0.290 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.642 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.632 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.498 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
94.06% |
| Volatility 6M: |
|
82.39% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
