BNP Paribas Call 100 SREN 20.09.2024
/ DE000PN8TTK7
BNP Paribas Call 100 SREN 20.09.2.../ DE000PN8TTK7 /
| 7/30/2024 4:21:19 PM |
Chg.+0.140 |
Bid5:14:37 PM |
Ask5:14:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.090EUR |
+14.74% |
-
Bid Size: - |
-
Ask Size: - |
SWISS RE N |
100.00 CHF |
9/20/2024 |
Call |
Master data
| WKN: |
PN8TTK |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SWISS RE N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 CHF |
| Maturity: |
9/20/2024 |
| Issue date: |
9/26/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.88 |
| Intrinsic value: |
0.73 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.22 |
| Parity: |
0.73 |
| Time value: |
0.25 |
| Break-even: |
114.09 |
| Moneyness: |
1.07 |
| Premium: |
0.02 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.02 |
| Spread %: |
2.08% |
| Delta: |
0.76 |
| Theta: |
-0.05 |
| Omega: |
8.61 |
| Rho: |
0.11 |
Quote data
| Open: |
1.020 |
| High: |
1.110 |
| Low: |
1.000 |
| Previous Close: |
0.950 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.11% |
| 1 Month |
|
|
-17.42% |
| 3 Months |
|
|
+98.18% |
| YTD |
|
|
+263.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.010 |
0.900 |
| 1M High / 1M Low: |
1.440 |
0.850 |
| 6M High / 6M Low: |
1.750 |
0.390 |
| High (YTD): |
3/21/2024 |
1.750 |
| Low (YTD): |
1/3/2024 |
0.320 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.936 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.054 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.013 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
171.78% |
| Volatility 6M: |
|
190.22% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
