BNP Paribas Call 48 2OY 21.06.2024
/ DE000PN33DF0
BNP Paribas Call 48 2OY 21.06.202.../ DE000PN33DF0 /
| 2024-05-10 9:50:24 PM |
Chg.-0.010 |
Bid9:58:50 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.070EUR |
-0.93% |
-
Bid Size: - |
-
Ask Size: - |
DOW INC. D... |
48.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
PN33DF |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
DOW INC. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
48.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-05-31 |
| Last trading day: |
2024-05-13 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.52 |
| Intrinsic value: |
0.51 |
| Implied volatility: |
1.74 |
| Historic volatility: |
0.18 |
| Parity: |
0.51 |
| Time value: |
0.59 |
| Break-even: |
59.00 |
| Moneyness: |
1.11 |
| Premium: |
0.11 |
| Premium p.a.: |
5.79 |
| Spread abs.: |
0.02 |
| Spread %: |
1.85% |
| Delta: |
0.68 |
| Theta: |
-0.20 |
| Omega: |
3.27 |
| Rho: |
0.01 |
Quote data
| Open: |
1.100 |
| High: |
1.130 |
| Low: |
1.070 |
| Previous Close: |
1.080 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+20.22% |
| 3 Months |
|
|
+32.10% |
| YTD |
|
|
+33.75% |
| 1 Year |
|
|
+72.58% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.080 |
0.830 |
| 6M High / 6M Low: |
1.150 |
0.520 |
| High (YTD): |
2024-04-03 |
1.150 |
| Low (YTD): |
2024-01-17 |
0.580 |
| 52W High: |
2024-04-03 |
1.150 |
| 52W Low: |
2023-11-01 |
0.370 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.964 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.804 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.748 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
72.48% |
| Volatility 6M: |
|
100.96% |
| Volatility 1Y: |
|
101.19% |
| Volatility 3Y: |
|
- |
