BNP Paribas Call 2800 GIVN 20.09.2024
/ DE000PN8TL44
BNP Paribas Call 2800 GIVN 20.09..../ DE000PN8TL44 /
2024-06-07 4:21:10 PM |
Chg.-0.120 |
Bid5:19:49 PM |
Ask5:19:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
15.760EUR |
-0.76% |
- Bid Size: - |
- Ask Size: - |
GIVAUDAN N |
2,800.00 CHF |
2024-09-20 |
Call |
Master data
WKN: |
PN8TL4 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
GIVAUDAN N |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
2,800.00 CHF |
Maturity: |
2024-09-20 |
Issue date: |
2023-09-26 |
Last trading day: |
2024-09-19 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
2.79 |
Leverage: |
Yes |
Calculated values
Fair value: |
15.56 |
Intrinsic value: |
15.26 |
Implied volatility: |
0.54 |
Historic volatility: |
0.22 |
Parity: |
15.26 |
Time value: |
0.59 |
Break-even: |
4,476.25 |
Moneyness: |
1.53 |
Premium: |
0.01 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.02 |
Spread %: |
0.13% |
Delta: |
0.95 |
Theta: |
-0.87 |
Omega: |
2.65 |
Rho: |
7.53 |
Quote data
Open: |
15.650 |
High: |
15.770 |
Low: |
15.610 |
Previous Close: |
15.880 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+7.80% |
1 Month |
|
|
+20.86% |
3 Months |
|
|
+41.22% |
YTD |
|
|
+101.79% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
15.880 |
14.620 |
1M High / 1M Low: |
15.880 |
13.040 |
6M High / 6M Low: |
15.880 |
6.070 |
High (YTD): |
2024-06-06 |
15.880 |
Low (YTD): |
2024-01-24 |
6.070 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
15.188 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
14.235 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
10.612 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
29.11% |
Volatility 6M: |
|
81.01% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |