BNP Paribas Call 12 ENI 20.12.2024
/ DE000PN7EW56
BNP Paribas Call 12 ENI 20.12.202.../ DE000PN7EW56 /
14/10/2024 21:20:32 |
Chg.+0.040 |
Bid08:51:02 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
2.470EUR |
+1.65% |
2.300 Bid Size: 1,305 |
- 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: |
5.81 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.43 |
Intrinsic value: |
2.35 |
Implied volatility: |
0.29 |
Historic volatility: |
0.17 |
Parity: |
2.35 |
Time value: |
0.12 |
Break-even: |
14.47 |
Moneyness: |
1.20 |
Premium: |
0.01 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.01 |
Spread %: |
0.41% |
Delta: |
0.94 |
Theta: |
0.00 |
Omega: |
5.47 |
Rho: |
0.02 |
Quote data
Open: |
2.400 |
High: |
2.490 |
Low: |
2.400 |
Previous Close: |
2.430 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+7.39% |
1 Month |
|
|
+22.89% |
3 Months |
|
|
+1.23% |
YTD |
|
|
-33.60% |
1 Year |
|
|
-37.15% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.470 |
2.270 |
1M High / 1M Low: |
2.590 |
1.790 |
6M High / 6M Low: |
3.680 |
1.770 |
High (YTD): |
02/01/2024 |
3.820 |
Low (YTD): |
10/09/2024 |
1.770 |
52W High: |
02/11/2023 |
4.030 |
52W Low: |
10/09/2024 |
1.770 |
Avg. price 1W: |
|
2.366 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.246 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.558 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
2.864 |
Avg. volume 1Y: |
|
12.598 |
Volatility 1M: |
|
105.21% |
Volatility 6M: |
|
93.59% |
Volatility 1Y: |
|
82.60% |
Volatility 3Y: |
|
- |