BNP Paribas Call 32 AXA 20.12.2024
/ DE000PN761M9
BNP Paribas Call 32 AXA 20.12.202.../ DE000PN761M9 /
| 2024-06-03 8:15:25 AM |
Chg.+0.020 |
Bid11:00:32 AM |
Ask11:00:32 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.340EUR |
+6.25% |
0.330
Bid Size: 100,000 |
0.340
Ask Size: 100,000 |
AXA S.A. INH. EO... |
32.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
PN761M |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
AXA S.A. INH. EO 2,29 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
32.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-09-07 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.25 |
| Intrinsic value: |
0.11 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.16 |
| Parity: |
0.11 |
| Time value: |
0.26 |
| Break-even: |
35.60 |
| Moneyness: |
1.03 |
| Premium: |
0.08 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.03 |
| Spread %: |
9.09% |
| Delta: |
0.64 |
| Theta: |
-0.01 |
| Omega: |
5.87 |
| Rho: |
0.10 |
Quote data
| Open: |
0.340 |
| High: |
0.340 |
| Low: |
0.340 |
| Previous Close: |
0.320 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.86% |
| 1 Month |
|
|
+54.55% |
| 3 Months |
|
|
+36.00% |
| YTD |
|
|
+183.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.360 |
0.300 |
| 1M High / 1M Low: |
0.370 |
0.220 |
| 6M High / 6M Low: |
0.380 |
0.100 |
| High (YTD): |
2024-04-04 |
0.380 |
| Low (YTD): |
2024-01-17 |
0.100 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.330 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.326 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.227 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
145.81% |
| Volatility 6M: |
|
129.65% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
