BNP Paribas Call 75 EW 21.06.2024
/ DE000PN7B4Y9
BNP Paribas Call 75 EW 21.06.2024/ DE000PN7B4Y9 /
| 2024-06-07 9:50:33 PM |
Chg.+0.020 |
Bid9:59:11 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.210EUR |
+1.68% |
1.240
Bid Size: 14,700 |
-
Ask Size: - |
Edwards Lifesciences... |
75.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
PN7B4Y |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Edwards Lifesciences Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
75.00 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: |
6.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.23 |
| Intrinsic value: |
1.22 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.26 |
| Parity: |
1.22 |
| Time value: |
0.02 |
| Break-even: |
81.83 |
| Moneyness: |
1.18 |
| Premium: |
0.00 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.96 |
| Theta: |
-0.03 |
| Omega: |
6.30 |
| Rho: |
0.02 |
Quote data
| Open: |
1.190 |
| High: |
1.250 |
| Low: |
1.100 |
| Previous Close: |
1.190 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.08% |
| 1 Month |
|
|
+18.63% |
| 3 Months |
|
|
-32.78% |
| YTD |
|
|
+45.78% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.210 |
1.130 |
| 1M High / 1M Low: |
1.450 |
0.980 |
| 6M High / 6M Low: |
2.020 |
0.470 |
| High (YTD): |
2024-03-28 |
2.020 |
| Low (YTD): |
2024-01-24 |
0.500 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.180 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.220 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.201 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
170.63% |
| Volatility 6M: |
|
180.81% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
