BNP Paribas Call 370 LOR 21.06.2024
/ DE000PN7BXA0
BNP Paribas Call 370 LOR 21.06.20.../ DE000PN7BXA0 /
| 2024-05-24 9:20:21 PM |
Chg.-0.100 |
Bid9:59:47 PM |
Ask9:59:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.870EUR |
-1.25% |
7.890
Bid Size: 800 |
8.130
Ask Size: 800 |
L OREAL INH. E... |
370.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
PN7BXA |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
L OREAL INH. EO 0,2 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
370.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-08-16 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.84 |
| Intrinsic value: |
7.74 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.19 |
| Parity: |
7.74 |
| Time value: |
0.40 |
| Break-even: |
451.30 |
| Moneyness: |
1.21 |
| Premium: |
0.01 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.24 |
| Spread %: |
3.04% |
| Delta: |
0.91 |
| Theta: |
-0.23 |
| Omega: |
5.02 |
| Rho: |
0.24 |
Quote data
| Open: |
7.830 |
| High: |
8.220 |
| Low: |
7.830 |
| Previous Close: |
7.970 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.50% |
| 1 Month |
|
|
+23.16% |
| 3 Months |
|
|
-7.63% |
| YTD |
|
|
-13.71% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.320 |
7.870 |
| 1M High / 1M Low: |
9.050 |
6.390 |
| 6M High / 6M Low: |
9.430 |
4.500 |
| High (YTD): |
2024-02-05 |
9.430 |
| Low (YTD): |
2024-04-08 |
4.500 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
8.018 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
7.883 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
7.573 |
| Avg. volume 6M: |
|
15.323 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
61.29% |
| Volatility 6M: |
|
115.95% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
