BNP Paribas Call 11 CLN 20.12.2024
/ DE000PG8NS62
BNP Paribas Call 11 CLN 20.12.202.../ DE000PG8NS62 /
| 2024-11-13 1:21:10 PM |
Chg.-0.090 |
Bid2024-11-13 |
Ask2024-11-13 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.500EUR |
-15.25% |
0.510
Bid Size: 13,000 |
0.530
Ask Size: 13,000 |
CLARIANT N |
11.00 CHF |
2024-12-20 |
Call |
Master data
| WKN: |
PG8NS6 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
CLARIANT N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
11.00 CHF |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-09-26 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
21.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.48 |
| Intrinsic value: |
0.10 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.27 |
| Parity: |
0.10 |
| Time value: |
0.45 |
| Break-even: |
12.29 |
| Moneyness: |
1.01 |
| Premium: |
0.04 |
| Premium p.a.: |
0.45 |
| Spread abs.: |
0.02 |
| Spread %: |
3.77% |
| Delta: |
0.56 |
| Theta: |
-0.01 |
| Omega: |
12.15 |
| Rho: |
0.01 |
Quote data
| Open: |
0.520 |
| High: |
0.590 |
| Low: |
0.500 |
| Previous Close: |
0.590 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-64.29% |
| 1 Month |
|
|
-75.12% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.420 |
0.590 |
| 1M High / 1M Low: |
2.040 |
0.590 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.028 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.490 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
222.85% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
