BNP Paribas Call 100 NDA 20.12.2024
/ DE000PN7DED0
BNP Paribas Call 100 NDA 20.12.20.../ DE000PN7DED0 /
| 7/9/2024 3:07:01 PM |
Chg.-0.020 |
Bid7/9/2024 |
Ask7/9/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.100EUR |
-16.67% |
0.100
Bid Size: 30,000 |
0.140
Ask Size: 30,000 |
AURUBIS AG |
100.00 EUR |
12/20/2024 |
Call |
Master data
| WKN: |
PN7DED |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
8/16/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
46.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.15 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.33 |
| Parity: |
-2.14 |
| Time value: |
0.17 |
| Break-even: |
101.70 |
| Moneyness: |
0.79 |
| Premium: |
0.29 |
| Premium p.a.: |
0.77 |
| Spread abs.: |
0.05 |
| Spread %: |
41.67% |
| Delta: |
0.19 |
| Theta: |
-0.02 |
| Omega: |
8.85 |
| Rho: |
0.06 |
Quote data
| Open: |
0.120 |
| High: |
0.130 |
| Low: |
0.100 |
| Previous Close: |
0.120 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.11% |
| 1 Month |
|
|
+25.00% |
| 3 Months |
|
|
+25.00% |
| YTD |
|
|
-60.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.130 |
0.090 |
| 1M High / 1M Low: |
0.140 |
0.044 |
| 6M High / 6M Low: |
0.250 |
0.001 |
| High (YTD): |
5/20/2024 |
0.250 |
| Low (YTD): |
3/5/2024 |
0.001 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.112 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.090 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.083 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
536.11% |
| Volatility 6M: |
|
638.69% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
