BNP Paribas Call 40 GBF 21.06.2024
/ DE000PZ09XK2
BNP Paribas Call 40 GBF 21.06.202.../ DE000PZ09XK2 /
| 2024-05-13 6:18:44 PM |
Chg.- |
Bid9:01:33 AM |
Ask9:01:33 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.580EUR |
- |
0.570
Bid Size: 22,500 |
-
Ask Size: - |
BILFINGER SE O.N. |
40.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
PZ09XK |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
BILFINGER SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-11-10 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.59 |
| Intrinsic value: |
0.57 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.26 |
| Parity: |
0.57 |
| Time value: |
0.06 |
| Break-even: |
46.30 |
| Moneyness: |
1.14 |
| Premium: |
0.01 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.02 |
| Spread %: |
3.28% |
| Delta: |
0.87 |
| Theta: |
-0.02 |
| Omega: |
6.28 |
| Rho: |
0.04 |
Quote data
| Open: |
0.600 |
| High: |
0.610 |
| Low: |
0.570 |
| Previous Close: |
0.610 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.54% |
| 1 Month |
|
|
+93.33% |
| 3 Months |
|
|
+65.71% |
| YTD |
|
|
+574.42% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.610 |
0.520 |
| 1M High / 1M Low: |
0.610 |
0.250 |
| 6M High / 6M Low: |
0.620 |
0.062 |
| High (YTD): |
2024-03-14 |
0.620 |
| Low (YTD): |
2024-01-03 |
0.062 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.570 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.434 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.284 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
167.19% |
| Volatility 6M: |
|
253.93% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
