BNP Paribas Call 280 AMGN 21.06.2024
/ DE000PN6Z7K4
BNP Paribas Call 280 AMGN 21.06.2.../ DE000PN6Z7K4 /
| 2024-05-03 10:11:37 AM |
Chg.+2.58 |
Bid10:00:43 PM |
Ask10:00:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.49EUR |
+283.52% |
-
Bid Size: - |
-
Ask Size: - |
Amgen Inc |
280.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
PN6Z7K |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Amgen Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
280.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-08-11 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.13 |
| Intrinsic value: |
2.91 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.22 |
| Parity: |
2.91 |
| Time value: |
0.20 |
| Break-even: |
291.29 |
| Moneyness: |
1.11 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
0.65% |
| Delta: |
0.93 |
| Theta: |
-0.06 |
| Omega: |
8.66 |
| Rho: |
0.31 |
Quote data
| Open: |
3.49 |
| High: |
3.49 |
| Low: |
3.49 |
| Previous Close: |
0.91 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+428.79% |
| 1 Month |
|
|
+325.61% |
| 3 Months |
|
|
-28.78% |
| YTD |
|
|
+51.08% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
3.49 |
0.72 |
| 1M High / 1M Low: |
3.49 |
0.53 |
| 6M High / 6M Low: |
4.90 |
0.53 |
| High (YTD): |
2024-02-05 |
4.90 |
| Low (YTD): |
2024-04-19 |
0.53 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.53 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.91 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.94 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,027.17% |
| Volatility 6M: |
|
434.14% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
