BNP Paribas Call 80 AFX 21.06.2024
/ DE000PN76QK1
BNP Paribas Call 80 AFX 21.06.202.../ DE000PN76QK1 /
| 2024-05-03 9:20:41 AM |
Chg.-0.030 |
Bid9:28:38 AM |
Ask9:28:38 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.880EUR |
-1.57% |
1.860
Bid Size: 11,000 |
1.900
Ask Size: 11,000 |
CARL ZEISS MEDITEC A... |
80.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
PN76QK |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
CARL ZEISS MEDITEC AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-07 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.96 |
| Intrinsic value: |
1.91 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.31 |
| Parity: |
1.91 |
| Time value: |
0.16 |
| Break-even: |
100.70 |
| Moneyness: |
1.24 |
| Premium: |
0.02 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.05 |
| Spread %: |
2.48% |
| Delta: |
0.89 |
| Theta: |
-0.04 |
| Omega: |
4.24 |
| Rho: |
0.09 |
Quote data
| Open: |
1.910 |
| High: |
1.910 |
| Low: |
1.880 |
| Previous Close: |
1.910 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.76% |
| 1 Month |
|
|
-41.43% |
| 3 Months |
|
|
-24.19% |
| YTD |
|
|
-17.54% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.180 |
1.910 |
| 1M High / 1M Low: |
3.210 |
1.800 |
| 6M High / 6M Low: |
4.220 |
0.990 |
| High (YTD): |
2024-03-14 |
4.220 |
| Low (YTD): |
2024-04-17 |
1.800 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.075 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.349 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.488 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
127.19% |
| Volatility 6M: |
|
139.67% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
