BNP Paribas Call 62 NDA 21.06.2024
/ DE000PN8UVG9
BNP Paribas Call 62 NDA 21.06.202.../ DE000PN8UVG9 /
| 2024-05-23 8:22:56 AM |
Chg.-0.02 |
Bid11:01:56 AM |
Ask11:01:56 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.22EUR |
-1.61% |
1.27
Bid Size: 14,000 |
1.35
Ask Size: 14,000 |
AURUBIS AG |
62.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
PN8UVG |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
62.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-26 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.24 |
| Intrinsic value: |
1.22 |
| Implied volatility: |
0.63 |
| Historic volatility: |
0.33 |
| Parity: |
1.22 |
| Time value: |
0.12 |
| Break-even: |
75.30 |
| Moneyness: |
1.20 |
| Premium: |
0.02 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.09 |
| Spread %: |
7.26% |
| Delta: |
0.87 |
| Theta: |
-0.05 |
| Omega: |
4.83 |
| Rho: |
0.04 |
Quote data
| Open: |
1.22 |
| High: |
1.22 |
| Low: |
1.22 |
| Previous Close: |
1.24 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.26% |
| 1 Month |
|
|
+6.09% |
| 3 Months |
|
|
+229.73% |
| YTD |
|
|
-18.12% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.79 |
1.24 |
| 1M High / 1M Low: |
1.79 |
0.70 |
| 6M High / 6M Low: |
1.89 |
0.23 |
| High (YTD): |
2024-05-20 |
1.79 |
| Low (YTD): |
2024-03-05 |
0.23 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.57 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.23 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.01 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
260.64% |
| Volatility 6M: |
|
176.89% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
