BNP Paribas Call 90 SY1 20.09.2024
/ DE000PN8W947
BNP Paribas Call 90 SY1 20.09.202.../ DE000PN8W947 /
| 2024-06-05 6:17:30 PM |
Chg.-0.01 |
Bid8:42:42 PM |
Ask8:42:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.21EUR |
-0.45% |
2.23
Bid Size: 1,800 |
2.26
Ask Size: 1,800 |
SYMRISE AG INH. O.N. |
90.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
PN8W94 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SYMRISE AG INH. O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-27 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.18 |
| Intrinsic value: |
2.07 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.21 |
| Parity: |
2.07 |
| Time value: |
0.21 |
| Break-even: |
112.80 |
| Moneyness: |
1.23 |
| Premium: |
0.02 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.03 |
| Spread %: |
1.33% |
| Delta: |
0.90 |
| Theta: |
-0.03 |
| Omega: |
4.35 |
| Rho: |
0.22 |
Quote data
| Open: |
2.34 |
| High: |
2.34 |
| Low: |
2.19 |
| Previous Close: |
2.22 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.33% |
| 1 Month |
|
|
+66.17% |
| 3 Months |
|
|
+88.89% |
| YTD |
|
|
+47.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.22 |
1.95 |
| 1M High / 1M Low: |
2.22 |
1.34 |
| 6M High / 6M Low: |
2.39 |
0.95 |
| High (YTD): |
2024-03-25 |
2.39 |
| Low (YTD): |
2024-01-23 |
0.95 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.09 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.68 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.57 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
106.32% |
| Volatility 6M: |
|
112.25% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
