BNP Paribas Call 8.5 FTK 20.09.2024
/ DE000PN8UET8
BNP Paribas Call 8.5 FTK 20.09.20.../ DE000PN8UET8 /
2024-05-02 8:19:31 AM |
Chg.-0.03 |
Bid3:12:09 PM |
Ask3:12:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.97EUR |
-0.75% |
3.97 Bid Size: 3,000 |
4.13 Ask Size: 3,000 |
FLATEXDEGIRO AG NA O... |
8.50 EUR |
2024-09-20 |
Call |
Master data
WKN: |
PN8UET |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
FLATEXDEGIRO AG NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
8.50 EUR |
Maturity: |
2024-09-20 |
Issue date: |
2023-09-26 |
Last trading day: |
2024-09-19 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
3.00 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.99 |
Intrinsic value: |
3.79 |
Implied volatility: |
0.52 |
Historic volatility: |
0.41 |
Parity: |
3.79 |
Time value: |
0.32 |
Break-even: |
12.60 |
Moneyness: |
1.45 |
Premium: |
0.03 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.17 |
Spread %: |
4.33% |
Delta: |
0.91 |
Theta: |
0.00 |
Omega: |
2.73 |
Rho: |
0.03 |
Quote data
Open: |
3.97 |
High: |
3.97 |
Low: |
3.97 |
Previous Close: |
4.00 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+116.94% |
1 Month |
|
|
+71.86% |
3 Months |
|
|
+78.03% |
YTD |
|
|
+25.63% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
4.16 |
1.83 |
1M High / 1M Low: |
4.16 |
1.81 |
6M High / 6M Low: |
4.16 |
1.44 |
High (YTD): |
2024-04-29 |
4.16 |
Low (YTD): |
2024-03-11 |
1.44 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.04 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.47 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
2.41 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
377.08% |
Volatility 6M: |
|
177.87% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |