BNP Paribas Call 70 NDA 20.12.2024
/ DE000PN74R24
BNP Paribas Call 70 NDA 20.12.202.../ DE000PN74R24 /
| 2024-05-24 9:20:19 PM |
Chg.+0.190 |
Bid9:55:36 PM |
Ask9:55:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.910EUR |
+3.32% |
5.920
Bid Size: 1,000 |
6.050
Ask Size: 1,000 |
AURUBIS AG |
70.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
PN74R2 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-09-06 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
12.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
10.70 |
| Intrinsic value: |
4.85 |
| Implied volatility: |
- |
| Historic volatility: |
0.33 |
| Parity: |
4.85 |
| Time value: |
1.21 |
| Break-even: |
76.06 |
| Moneyness: |
1.07 |
| Premium: |
0.02 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.13 |
| Spread %: |
2.19% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
5.720 |
| High: |
5.930 |
| Low: |
5.640 |
| Previous Close: |
5.720 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.18% |
| 1 Month |
|
|
+1.55% |
| 3 Months |
|
|
+142.21% |
| YTD |
|
|
+1.03% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.840 |
5.640 |
| 1M High / 1M Low: |
6.840 |
4.180 |
| 6M High / 6M Low: |
6.840 |
1.760 |
| High (YTD): |
2024-05-20 |
6.840 |
| Low (YTD): |
2024-03-05 |
1.760 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.108 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.669 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.578 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
151.81% |
| Volatility 6M: |
|
115.32% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
