BNP Paribas Call 60 NET 21.06.2024
/ DE000PN63UL9
BNP Paribas Call 60 NET 21.06.202.../ DE000PN63UL9 /
| 2024-05-02 9:24:41 AM |
Chg.-0.01 |
Bid2:07:48 PM |
Ask2:07:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.91EUR |
-0.34% |
2.99
Bid Size: 9,800 |
-
Ask Size: - |
Cloudflare Inc |
60.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
PN63UL |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Cloudflare Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-08-14 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.65 |
| Intrinsic value: |
2.62 |
| Implied volatility: |
0.77 |
| Historic volatility: |
0.50 |
| Parity: |
2.62 |
| Time value: |
0.10 |
| Break-even: |
83.19 |
| Moneyness: |
1.47 |
| Premium: |
0.01 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.04 |
| Spread %: |
1.49% |
| Delta: |
0.94 |
| Theta: |
-0.03 |
| Omega: |
2.82 |
| Rho: |
0.07 |
Quote data
| Open: |
2.91 |
| High: |
2.91 |
| Low: |
2.91 |
| Previous Close: |
2.92 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.67% |
| 1 Month |
|
|
-9.63% |
| 3 Months |
|
|
+21.76% |
| YTD |
|
|
+9.40% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.92 |
2.56 |
| 1M High / 1M Low: |
3.52 |
2.42 |
| 6M High / 6M Low: |
5.19 |
0.81 |
| High (YTD): |
2024-02-09 |
5.19 |
| Low (YTD): |
2024-01-05 |
2.00 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.78 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.03 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.75 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
104.41% |
| Volatility 6M: |
|
186.48% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
