BNP Paribas Call 115 BEI 20.06.2025
/ DE000PN64PP8
BNP Paribas Call 115 BEI 20.06.20.../ DE000PN64PP8 /
| 2024-11-15 9:16:24 AM |
Chg.-0.01 |
Bid10:00:28 PM |
Ask10:00:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.35EUR |
-0.74% |
-
Bid Size: - |
-
Ask Size: - |
BEIERSDORF AG O.N. |
115.00 EUR |
2025-06-20 |
Call |
Master data
| WKN: |
PN64PP |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
BEIERSDORF AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
115.00 EUR |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-08-11 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.30 |
| Intrinsic value: |
0.93 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.15 |
| Parity: |
0.93 |
| Time value: |
0.53 |
| Break-even: |
129.60 |
| Moneyness: |
1.08 |
| Premium: |
0.04 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.02 |
| Spread %: |
1.39% |
| Delta: |
0.75 |
| Theta: |
-0.02 |
| Omega: |
6.39 |
| Rho: |
0.47 |
Quote data
| Open: |
1.35 |
| High: |
1.35 |
| Low: |
1.35 |
| Previous Close: |
1.36 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.90% |
| 1 Month |
|
|
-34.47% |
| 3 Months |
|
|
-20.12% |
| YTD |
|
|
-51.79% |
| 1 Year |
|
|
-36.02% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.57 |
1.33 |
| 1M High / 1M Low: |
2.10 |
1.33 |
| 6M High / 6M Low: |
3.82 |
1.33 |
| High (YTD): |
2024-05-13 |
3.86 |
| Low (YTD): |
2024-11-13 |
1.33 |
| 52W High: |
2024-05-13 |
3.86 |
| 52W Low: |
2024-11-13 |
1.33 |
| Avg. price 1W: |
|
1.39 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.71 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.45 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.61 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
145.07% |
| Volatility 6M: |
|
91.55% |
| Volatility 1Y: |
|
79.23% |
| Volatility 3Y: |
|
- |
