BNP Paribas Call 9 1U1 21.06.2024
/ DE000PN4Y553
BNP Paribas Call 9 1U1 21.06.2024/ DE000PN4Y553 /
| 2024-06-07 3:05:09 PM |
Chg.-0.020 |
Bid3:05:39 PM |
Ask3:05:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.830EUR |
-2.35% |
0.840
Bid Size: 50,000 |
0.880
Ask Size: 50,000 |
1+1 AG INH O.N. |
9.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
PN4Y55 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
1+1 AG INH O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
9.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-06-20 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
1.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.85 |
| Intrinsic value: |
0.85 |
| Implied volatility: |
2.62 |
| Historic volatility: |
0.33 |
| Parity: |
0.85 |
| Time value: |
0.03 |
| Break-even: |
17.80 |
| Moneyness: |
1.94 |
| Premium: |
0.02 |
| Premium p.a.: |
0.56 |
| Spread abs.: |
0.04 |
| Spread %: |
4.76% |
| Delta: |
0.94 |
| Theta: |
-0.04 |
| Omega: |
1.87 |
| Rho: |
0.00 |
Quote data
| Open: |
0.840 |
| High: |
0.840 |
| Low: |
0.830 |
| Previous Close: |
0.850 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+9.21% |
| 3 Months |
|
|
0.00% |
| YTD |
|
|
-12.63% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.880 |
0.830 |
| 1M High / 1M Low: |
0.880 |
0.760 |
| 6M High / 6M Low: |
1.060 |
0.680 |
| High (YTD): |
2024-01-24 |
1.060 |
| Low (YTD): |
2024-04-17 |
0.680 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.856 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.840 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.838 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
51.22% |
| Volatility 6M: |
|
52.61% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
