BNP Paribas Call 78 NEM 21.06.2024
/ DE000PZ1AXJ2
BNP Paribas Call 78 NEM 21.06.202.../ DE000PZ1AXJ2 /
| 2024-06-05 9:20:21 PM |
Chg.+0.460 |
Bid9:33:31 PM |
Ask9:33:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.380EUR |
+50.00% |
1.380
Bid Size: 2,174 |
1.430
Ask Size: 2,098 |
NEMETSCHEK SE O.N. |
78.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
PZ1AXJ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
NEMETSCHEK SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
78.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-11-13 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.88 |
| Intrinsic value: |
0.86 |
| Implied volatility: |
0.59 |
| Historic volatility: |
0.30 |
| Parity: |
0.86 |
| Time value: |
0.12 |
| Break-even: |
87.80 |
| Moneyness: |
1.11 |
| Premium: |
0.01 |
| Premium p.a.: |
0.37 |
| Spread abs.: |
0.05 |
| Spread %: |
5.38% |
| Delta: |
0.82 |
| Theta: |
-0.09 |
| Omega: |
7.27 |
| Rho: |
0.03 |
Quote data
| Open: |
0.950 |
| High: |
1.380 |
| Low: |
0.870 |
| Previous Close: |
0.920 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+32.69% |
| 1 Month |
|
|
+84.00% |
| 3 Months |
|
|
+9.52% |
| YTD |
|
|
+50.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.040 |
0.650 |
| 1M High / 1M Low: |
1.400 |
0.650 |
| 6M High / 6M Low: |
1.680 |
0.530 |
| High (YTD): |
2024-03-27 |
1.680 |
| Low (YTD): |
2024-04-19 |
0.530 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.874 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.005 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.086 |
| Avg. volume 6M: |
|
119.128 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
251.18% |
| Volatility 6M: |
|
198.64% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
