BNP Paribas Call 165 F3A 20.09.2024
/ DE000PZ09KG7
BNP Paribas Call 165 F3A 20.09.20.../ DE000PZ09KG7 /
| 8/20/2024 9:45:17 AM |
Chg.- |
Bid10:00:28 PM |
Ask10:00:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.90EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
FIRST SOLAR INC. D -... |
165.00 - |
9/20/2024 |
Call |
Master data
| WKN: |
PZ09KG |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
FIRST SOLAR INC. D -,001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
165.00 - |
| Maturity: |
9/20/2024 |
| Issue date: |
11/10/2023 |
| Last trading day: |
8/21/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.12 |
| Intrinsic value: |
4.09 |
| Implied volatility: |
2.14 |
| Historic volatility: |
0.45 |
| Parity: |
4.09 |
| Time value: |
1.81 |
| Break-even: |
224.00 |
| Moneyness: |
1.25 |
| Premium: |
0.09 |
| Premium p.a.: |
4.54 |
| Spread abs.: |
0.81 |
| Spread %: |
15.91% |
| Delta: |
0.76 |
| Theta: |
-0.85 |
| Omega: |
2.65 |
| Rho: |
0.05 |
Quote data
| Open: |
5.90 |
| High: |
5.90 |
| Low: |
5.90 |
| Previous Close: |
5.61 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+21.40% |
| 3 Months |
|
|
-42.66% |
| YTD |
|
|
+79.88% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
6.09 |
4.26 |
| 6M High / 6M Low: |
12.69 |
1.33 |
| High (YTD): |
6/13/2024 |
12.69 |
| Low (YTD): |
3/20/2024 |
1.33 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
5.14 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.16 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
134.38% |
| Volatility 6M: |
|
196.39% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
