BNP Paribas Call 12 ENI 20.12.2024
/ DE000PN7EW56
BNP Paribas Call 12 ENI 20.12.202.../ DE000PN7EW56 /
| 7/26/2024 9:20:32 PM |
Chg.+0.440 |
Bid9:59:58 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.680EUR |
+19.64% |
2.690
Bid Size: 2,000 |
-
Ask Size: - |
ENI S.P.A. |
12.00 EUR |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
8/17/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.23 |
| Intrinsic value: |
2.02 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.17 |
| Parity: |
2.02 |
| Time value: |
0.22 |
| Break-even: |
14.24 |
| Moneyness: |
1.17 |
| Premium: |
0.02 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.02 |
| Spread %: |
0.90% |
| Delta: |
0.94 |
| Theta: |
0.00 |
| Omega: |
5.86 |
| Rho: |
0.04 |
Quote data
| Open: |
2.570 |
| High: |
2.690 |
| Low: |
2.570 |
| Previous Close: |
2.240 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.18% |
| 1 Month |
|
|
+9.39% |
| 3 Months |
|
|
-21.41% |
| YTD |
|
|
-27.96% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.270 |
2.170 |
| 1M High / 1M Low: |
2.770 |
2.170 |
| 6M High / 6M Low: |
3.790 |
1.830 |
| High (YTD): |
1/2/2024 |
3.820 |
| Low (YTD): |
6/14/2024 |
1.830 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.218 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.425 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.756 |
| Avg. volume 6M: |
|
25.197 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
74.54% |
| Volatility 6M: |
|
78.53% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
