BNP Paribas Call 12 ENI 20.12.2024
/ DE000PN7EW56
BNP Paribas Call 12 ENI 20.12.202.../ DE000PN7EW56 /
| 30/08/2024 21:20:29 |
Chg.-0.040 |
Bid21:50:58 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.780EUR |
-1.42% |
2.770
Bid Size: 2,000 |
-
Ask Size: - |
ENI S.P.A. |
12.00 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
PN7EW5 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ENI S.P.A. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
12.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
17/08/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.81 |
| Intrinsic value: |
2.67 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.17 |
| Parity: |
2.67 |
| Time value: |
0.17 |
| Break-even: |
14.84 |
| Moneyness: |
1.22 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.07 |
| Spread %: |
2.53% |
| Delta: |
0.96 |
| Theta: |
0.00 |
| Omega: |
4.94 |
| Rho: |
0.03 |
Quote data
| Open: |
2.850 |
| High: |
2.940 |
| Low: |
2.710 |
| Previous Close: |
2.820 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.51% |
| 1 Month |
|
|
-3.81% |
| 3 Months |
|
|
+1.09% |
| YTD |
|
|
-25.27% |
| 1 Year |
|
|
-0.36% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.820 |
2.730 |
| 1M High / 1M Low: |
2.890 |
2.140 |
| 6M High / 6M Low: |
3.790 |
1.830 |
| High (YTD): |
02/01/2024 |
3.820 |
| Low (YTD): |
14/06/2024 |
1.830 |
| 52W High: |
02/11/2023 |
4.030 |
| 52W Low: |
14/06/2024 |
1.830 |
| Avg. price 1W: |
|
2.774 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.558 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.737 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
3.011 |
| Avg. volume 1Y: |
|
12.549 |
| Volatility 1M: |
|
83.23% |
| Volatility 6M: |
|
82.72% |
| Volatility 1Y: |
|
76.76% |
| Volatility 3Y: |
|
- |
