BNP Paribas Call 620 URI 21.06.2024
/ DE000PN7CQQ8
BNP Paribas Call 620 URI 21.06.20.../ DE000PN7CQQ8 /
2024-06-03 8:23:30 AM |
Chg.+0.81 |
Bid12:46:57 PM |
Ask12:46:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
5.44EUR |
+17.49% |
5.33 Bid Size: 563 |
5.38 Ask Size: 558 |
United Rentals |
620.00 USD |
2024-06-21 |
Call |
Master data
WKN: |
PN7CQQ |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
United Rentals |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
620.00 USD |
Maturity: |
2024-06-21 |
Issue date: |
2023-08-16 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
11.44 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.95 |
Intrinsic value: |
4.55 |
Implied volatility: |
0.45 |
Historic volatility: |
0.32 |
Parity: |
4.55 |
Time value: |
0.84 |
Break-even: |
625.19 |
Moneyness: |
1.08 |
Premium: |
0.01 |
Premium p.a.: |
0.31 |
Spread abs.: |
0.02 |
Spread %: |
0.37% |
Delta: |
0.80 |
Theta: |
-0.53 |
Omega: |
9.13 |
Rho: |
0.22 |
Quote data
Open: |
5.44 |
High: |
5.44 |
Low: |
5.44 |
Previous Close: |
4.63 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-4.90% |
1 Month |
|
|
-13.51% |
3 Months |
|
|
-45.11% |
YTD |
|
|
+21.43% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.78 |
4.13 |
1M High / 1M Low: |
9.32 |
4.13 |
6M High / 6M Low: |
11.45 |
1.39 |
High (YTD): |
2024-03-22 |
11.45 |
Low (YTD): |
2024-01-09 |
2.81 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
5.04 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
6.71 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
6.46 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
212.59% |
Volatility 6M: |
|
203.75% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |