BNP Paribas Call 65 NET 21.06.2024
/ DE000PN63UM7
BNP Paribas Call 65 NET 21.06.202.../ DE000PN63UM7 /
2024-04-30 9:50:30 PM |
Chg.-0.120 |
Bid9:59:18 PM |
Ask9:59:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.310EUR |
-4.94% |
2.270 Bid Size: 10,800 |
2.280 Ask Size: 10,800 |
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: |
3.59 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.16 |
Intrinsic value: |
2.10 |
Implied volatility: |
0.76 |
Historic volatility: |
0.50 |
Parity: |
2.10 |
Time value: |
0.18 |
Break-even: |
83.74 |
Moneyness: |
1.34 |
Premium: |
0.02 |
Premium p.a.: |
0.17 |
Spread abs.: |
0.01 |
Spread %: |
0.44% |
Delta: |
0.89 |
Theta: |
-0.05 |
Omega: |
3.18 |
Rho: |
0.07 |
Quote data
Open: |
2.450 |
High: |
2.610 |
Low: |
2.310 |
Previous Close: |
2.430 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-24.76% |
3 Months |
|
|
+24.19% |
YTD |
|
|
+1.76% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
2.430 |
2.180 |
1M High / 1M Low: |
3.070 |
1.940 |
6M High / 6M Low: |
4.220 |
0.670 |
High (YTD): |
2024-02-09 |
4.220 |
Low (YTD): |
2024-01-05 |
1.690 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.304 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.587 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.363 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
103.89% |
Volatility 6M: |
|
170.19% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |