BNP Paribas Call 16 CCL 20.12.2024
/ DE000PE897D1
BNP Paribas Call 16 CCL 20.12.202.../ DE000PE897D1 /
| 11/12/2024 8:43:03 AM |
Chg.+0.12 |
Bid10:00:27 PM |
Ask10:00:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.22EUR |
+1.48% |
-
Bid Size: - |
-
Ask Size: - |
Carnival Corp |
16.00 - |
12/20/2024 |
Call |
Master data
| WKN: |
PE897D |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Carnival Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
16.00 - |
| Maturity: |
12/20/2024 |
| Issue date: |
2/16/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.10 |
| Intrinsic value: |
7.04 |
| Implied volatility: |
1.48 |
| Historic volatility: |
0.40 |
| Parity: |
7.04 |
| Time value: |
1.19 |
| Break-even: |
24.23 |
| Moneyness: |
1.44 |
| Premium: |
0.05 |
| Premium p.a.: |
0.62 |
| Spread abs.: |
0.01 |
| Spread %: |
0.12% |
| Delta: |
0.84 |
| Theta: |
-0.04 |
| Omega: |
2.36 |
| Rho: |
0.01 |
Quote data
| Open: |
8.22 |
| High: |
8.22 |
| Low: |
8.22 |
| Previous Close: |
8.10 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+28.04% |
| 1 Month |
|
|
+83.07% |
| 3 Months |
|
|
+590.76% |
| YTD |
|
|
+69.48% |
| 1 Year |
|
|
+367.05% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.22 |
6.42 |
| 1M High / 1M Low: |
8.22 |
4.31 |
| 6M High / 6M Low: |
8.22 |
1.12 |
| High (YTD): |
11/12/2024 |
8.22 |
| Low (YTD): |
8/8/2024 |
1.12 |
| 52W High: |
11/12/2024 |
8.22 |
| 52W Low: |
8/8/2024 |
1.12 |
| Avg. price 1W: |
|
7.56 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.80 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.97 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
3.01 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
128.97% |
| Volatility 6M: |
|
195.56% |
| Volatility 1Y: |
|
162.40% |
| Volatility 3Y: |
|
- |
