BNP Paribas Call 65 NET 21.06.2024
/ DE000PN63UM7
BNP Paribas Call 65 NET 21.06.202.../ DE000PN63UM7 /
| 2024-05-15 9:20:43 PM |
Chg.+0.060 |
Bid9:24:21 PM |
Ask9:24:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.960EUR |
+6.67% |
0.970
Bid Size: 17,600 |
0.980
Ask Size: 17,600 |
Cloudflare Inc |
65.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
PN63UM |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Cloudflare Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
65.00 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: |
7.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.92 |
| Intrinsic value: |
0.77 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.50 |
| Parity: |
0.77 |
| Time value: |
0.14 |
| Break-even: |
69.21 |
| Moneyness: |
1.13 |
| Premium: |
0.02 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.01 |
| Spread %: |
1.11% |
| Delta: |
0.81 |
| Theta: |
-0.04 |
| Omega: |
6.06 |
| Rho: |
0.05 |
Quote data
| Open: |
0.920 |
| High: |
1.000 |
| Low: |
0.890 |
| Previous Close: |
0.900 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.09% |
| 1 Month |
|
|
-62.65% |
| 3 Months |
|
|
-73.26% |
| YTD |
|
|
-57.71% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.940 |
0.800 |
| 1M High / 1M Low: |
2.630 |
0.800 |
| 6M High / 6M Low: |
4.220 |
0.800 |
| High (YTD): |
2024-02-09 |
4.220 |
| Low (YTD): |
2024-05-10 |
0.800 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.886 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.782 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.376 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
224.12% |
| Volatility 6M: |
|
154.85% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
