BNP Paribas Call 95 AFX 21.06.2024
/ DE000PN7BJM4
BNP Paribas Call 95 AFX 21.06.202.../ DE000PN7BJM4 /
| 17/05/2024 18:09:53 |
Chg.-0.110 |
Bid22:00:38 |
Ask22:00:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.390EUR |
-22.00% |
-
Bid Size: - |
-
Ask Size: - |
CARL ZEISS MEDITEC A... |
95.00 EUR |
21/06/2024 |
Call |
Master data
| WKN: |
PN7BJM |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
CARL ZEISS MEDITEC AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 EUR |
| Maturity: |
21/06/2024 |
| Issue date: |
16/08/2023 |
| Last trading day: |
20/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
18.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.48 |
| Intrinsic value: |
0.19 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.31 |
| Parity: |
0.19 |
| Time value: |
0.34 |
| Break-even: |
100.20 |
| Moneyness: |
1.02 |
| Premium: |
0.03 |
| Premium p.a.: |
0.43 |
| Spread abs.: |
0.03 |
| Spread %: |
6.12% |
| Delta: |
0.61 |
| Theta: |
-0.06 |
| Omega: |
11.30 |
| Rho: |
0.05 |
Quote data
| Open: |
0.490 |
| High: |
0.490 |
| Low: |
0.360 |
| Previous Close: |
0.500 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.36% |
| 1 Month |
|
|
-45.07% |
| 3 Months |
|
|
-80.40% |
| YTD |
|
|
-69.29% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.500 |
0.330 |
| 1M High / 1M Low: |
1.120 |
0.330 |
| 6M High / 6M Low: |
2.820 |
0.330 |
| High (YTD): |
14/03/2024 |
2.820 |
| Low (YTD): |
13/05/2024 |
0.330 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.446 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.721 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.403 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
318.63% |
| Volatility 6M: |
|
212.40% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
