BNP Paribas Call 54 DHER 20.12.2024
/ DE000PN4Y843
BNP Paribas Call 54 DHER 20.12.20.../ DE000PN4Y843 /
2024-04-29 8:12:38 AM |
Chg.-0.080 |
Bid6:34:09 PM |
Ask6:34:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.110EUR |
-42.11% |
0.120 Bid Size: 15,000 |
0.150 Ask Size: 15,000 |
DELIVERY HERO SE NA ... |
54.00 EUR |
2024-12-20 |
Call |
Master data
WKN: |
PN4Y84 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
DELIVERY HERO SE NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
54.00 EUR |
Maturity: |
2024-12-20 |
Issue date: |
2023-06-20 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
18.47 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.07 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.78 |
Historic volatility: |
0.64 |
Parity: |
-2.81 |
Time value: |
0.14 |
Break-even: |
55.40 |
Moneyness: |
0.48 |
Premium: |
1.14 |
Premium p.a.: |
2.27 |
Spread abs.: |
0.03 |
Spread %: |
27.27% |
Delta: |
0.20 |
Theta: |
-0.01 |
Omega: |
3.74 |
Rho: |
0.02 |
Quote data
Open: |
0.110 |
High: |
0.110 |
Low: |
0.110 |
Previous Close: |
0.190 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-31.25% |
1 Month |
|
|
0.00% |
3 Months |
|
|
+52.78% |
YTD |
|
|
-8.33% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
0.210 |
0.160 |
1M High / 1M Low: |
0.250 |
0.110 |
6M High / 6M Low: |
0.300 |
0.037 |
High (YTD): |
2024-04-11 |
0.250 |
Low (YTD): |
2024-02-09 |
0.037 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.180 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.184 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.141 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
294.09% |
Volatility 6M: |
|
246.98% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |