BNP Paribas Call 155 DB1 20.09.2024
/ DE000PN8U925
BNP Paribas Call 155 DB1 20.09.20.../ DE000PN8U925 /
| 7/26/2024 8:24:13 AM |
Chg.-0.30 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.43EUR |
-8.04% |
-
Bid Size: - |
-
Ask Size: - |
DEUTSCHE BOERSE NA O... |
155.00 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
PN8U92 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
DEUTSCHE BOERSE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
155.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
9/26/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.48 |
| Intrinsic value: |
3.40 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.15 |
| Parity: |
3.40 |
| Time value: |
0.13 |
| Break-even: |
190.20 |
| Moneyness: |
1.22 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.04 |
| Spread %: |
1.15% |
| Delta: |
0.96 |
| Theta: |
-0.03 |
| Omega: |
5.14 |
| Rho: |
0.22 |
Quote data
| Open: |
3.43 |
| High: |
3.43 |
| Low: |
3.43 |
| Previous Close: |
3.73 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.88% |
| 1 Month |
|
|
-12.94% |
| 3 Months |
|
|
+21.63% |
| YTD |
|
|
-1.72% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.73 |
3.37 |
| 1M High / 1M Low: |
4.13 |
3.32 |
| 6M High / 6M Low: |
4.16 |
2.55 |
| High (YTD): |
3/1/2024 |
4.16 |
| Low (YTD): |
5/30/2024 |
2.55 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.53 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.63 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.43 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
83.11% |
| Volatility 6M: |
|
85.49% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
