BNP Paribas Call 150 TII 17.01.2025
/ DE000PN25658
BNP Paribas Call 150 TII 17.01.20.../ DE000PN25658 /
| 2024-11-25 8:54:20 AM |
Chg.- |
Bid10:00:29 PM |
Ask10:00:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.80EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
TEXAS INSTR. ... |
150.00 - |
2025-01-17 |
Call |
Master data
| WKN: |
PN2565 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
TEXAS INSTR. DL 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 - |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-05-11 |
| Last trading day: |
2024-11-26 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.94 |
| Intrinsic value: |
2.91 |
| Implied volatility: |
2.05 |
| Historic volatility: |
0.26 |
| Parity: |
2.91 |
| Time value: |
2.23 |
| Break-even: |
201.40 |
| Moneyness: |
1.19 |
| Premium: |
0.12 |
| Premium p.a.: |
4.54 |
| Spread abs.: |
-0.03 |
| Spread %: |
-0.58% |
| Delta: |
0.73 |
| Theta: |
-0.65 |
| Omega: |
2.53 |
| Rho: |
0.05 |
Quote data
| Open: |
4.74 |
| High: |
4.80 |
| Low: |
4.74 |
| Previous Close: |
4.74 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+1.27% |
| 3 Months |
|
|
-4.38% |
| YTD |
|
|
+53.35% |
| 1 Year |
|
|
+70.82% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
4.80 |
4.80 |
| 6M High / 6M Low: |
6.77 |
3.43 |
| High (YTD): |
2024-11-11 |
6.77 |
| Low (YTD): |
2024-02-14 |
2.15 |
| 52W High: |
2024-11-11 |
6.77 |
| 52W Low: |
2024-02-14 |
2.15 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
4.80 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.06 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
4.11 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
107.79% |
| Volatility 1Y: |
|
106.30% |
| Volatility 3Y: |
|
- |
