BNP Paribas Call 155 UWS 20.12.2024
/ DE000PN7E6G8
BNP Paribas Call 155 UWS 20.12.20.../ DE000PN7E6G8 /
7/23/2024 8:33:39 AM |
Chg.- |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
6.57EUR |
- |
- Bid Size: - |
- Ask Size: - |
WASTE MANAGEMENT |
155.00 - |
12/20/2024 |
Call |
Master data
WKN: |
PN7E6G |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
WASTE MANAGEMENT |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
155.00 - |
Maturity: |
12/20/2024 |
Issue date: |
8/17/2023 |
Last trading day: |
7/24/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.01 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.45 |
Intrinsic value: |
3.22 |
Implied volatility: |
1.04 |
Historic volatility: |
0.16 |
Parity: |
3.22 |
Time value: |
3.00 |
Break-even: |
217.20 |
Moneyness: |
1.21 |
Premium: |
0.16 |
Premium p.a.: |
0.47 |
Spread abs.: |
0.06 |
Spread %: |
0.97% |
Delta: |
0.74 |
Theta: |
-0.15 |
Omega: |
2.22 |
Rho: |
0.29 |
Quote data
Open: |
6.57 |
High: |
6.57 |
Low: |
6.57 |
Previous Close: |
6.64 |
Turnover: |
0.00 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+10.42% |
3 Months |
|
|
+13.47% |
YTD |
|
|
+116.12% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
6.64 |
5.40 |
6M High / 6M Low: |
6.64 |
3.73 |
High (YTD): |
7/22/2024 |
6.64 |
Low (YTD): |
1/8/2024 |
2.93 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
5.86 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
5.33 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
54.97% |
Volatility 6M: |
|
55.56% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |