BNP Paribas Call 45 2OY 21.06.2024
/ DE000PN33DE3
BNP Paribas Call 45 2OY 21.06.202.../ DE000PN33DE3 /
| 2024-04-16 9:50:26 PM |
Chg.-0.030 |
Bid9:59:37 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.160EUR |
-2.52% |
-
Bid Size: - |
-
Ask Size: - |
DOW INC. D... |
45.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
PN33DE |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
DOW INC. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-05-31 |
| Last trading day: |
2024-04-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.96 |
| Intrinsic value: |
0.95 |
| Implied volatility: |
0.92 |
| Historic volatility: |
0.18 |
| Parity: |
0.95 |
| Time value: |
0.21 |
| Break-even: |
56.60 |
| Moneyness: |
1.21 |
| Premium: |
0.04 |
| Premium p.a.: |
0.51 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.80 |
| Theta: |
-0.07 |
| Omega: |
3.75 |
| Rho: |
0.03 |
Quote data
| Open: |
1.190 |
| High: |
1.200 |
| Low: |
1.140 |
| Previous Close: |
1.190 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
+17.17% |
| YTD |
|
|
+13.73% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
1.420 |
0.690 |
| High (YTD): |
2024-04-03 |
1.420 |
| Low (YTD): |
2024-01-17 |
0.800 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
0.997 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
83.50% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
