BNP Paribas Call 70 NET 21.06.2024
/ DE000PN63UN5
BNP Paribas Call 70 NET 21.06.202.../ DE000PN63UN5 /
| 2024-04-30 9:46:44 AM |
Chg.+0.15 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.10EUR |
+7.69% |
-
Bid Size: - |
-
Ask Size: - |
Cloudflare Inc |
70.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
PN63UN |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Cloudflare Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 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: |
4.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.74 |
| Intrinsic value: |
1.63 |
| Implied volatility: |
0.74 |
| Historic volatility: |
0.50 |
| Parity: |
1.63 |
| Time value: |
0.27 |
| Break-even: |
84.63 |
| Moneyness: |
1.25 |
| Premium: |
0.03 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.01 |
| Spread %: |
0.53% |
| Delta: |
0.83 |
| Theta: |
-0.06 |
| Omega: |
3.59 |
| Rho: |
0.07 |
Quote data
| Open: |
2.10 |
| High: |
2.10 |
| Low: |
2.10 |
| Previous Close: |
1.95 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.60% |
| 1 Month |
|
|
-21.64% |
| 3 Months |
|
|
+33.76% |
| YTD |
|
|
+5.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.10 |
1.77 |
| 1M High / 1M Low: |
2.69 |
1.65 |
| 6M High / 6M Low: |
4.36 |
0.64 |
| High (YTD): |
2024-02-09 |
4.36 |
| Low (YTD): |
2024-01-05 |
1.42 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.97 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.22 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.06 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
135.27% |
| Volatility 6M: |
|
221.12% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
