BNP Paribas Call 11 CLN 20.12.2024
/ DE000PG8NS62
BNP Paribas Call 11 CLN 20.12.202.../ DE000PG8NS62 /
| 06/11/2024 09:36:59 |
Chg.+0.14 |
Bid22:00:29 |
Ask22:00:29 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.59EUR |
+9.66% |
-
Bid Size: - |
-
Ask Size: - |
CLARIANT N |
11.00 CHF |
20/12/2024 |
Call |
Master data
| WKN: |
PG8NS6 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
CLARIANT N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
11.00 CHF |
| Maturity: |
20/12/2024 |
| Issue date: |
26/09/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.31 |
| Intrinsic value: |
1.18 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.27 |
| Parity: |
1.18 |
| Time value: |
0.29 |
| Break-even: |
13.13 |
| Moneyness: |
1.10 |
| Premium: |
0.02 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.12 |
| Spread %: |
8.89% |
| Delta: |
0.78 |
| Theta: |
-0.01 |
| Omega: |
6.82 |
| Rho: |
0.01 |
Quote data
| Open: |
1.59 |
| High: |
1.59 |
| Low: |
1.59 |
| Previous Close: |
1.45 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+38.26% |
| 1 Month |
|
|
-23.92% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.59 |
1.15 |
| 1M High / 1M Low: |
2.09 |
1.15 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.38 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.70 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
172.60% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
