BNP Paribas Call 12 ENI 20.12.2024
/ DE000PN7EW56
BNP Paribas Call 12 ENI 20.12.202.../ DE000PN7EW56 /
| 26/07/2024 10:12:43 |
Chg.+0.49 |
Bid22:00:41 |
Ask22:00:41 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.62EUR |
+23.00% |
-
Bid Size: - |
-
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: |
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: |
2.62 |
| High: |
2.62 |
| Low: |
2.62 |
| Previous Close: |
2.13 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.55% |
| 1 Month |
|
|
+2.34% |
| 3 Months |
|
|
-25.57% |
| YTD |
|
|
-29.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.37 |
2.13 |
| 1M High / 1M Low: |
2.80 |
2.13 |
| 6M High / 6M Low: |
3.90 |
1.89 |
| High (YTD): |
15/04/2024 |
3.90 |
| Low (YTD): |
17/06/2024 |
1.89 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.23 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.45 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.77 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
80.75% |
| Volatility 6M: |
|
80.45% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
