BNP Paribas Call 18 EVK 20.12.2024
/ DE000PN7DBV8
BNP Paribas Call 18 EVK 20.12.202.../ DE000PN7DBV8 /
9/6/2024 1:21:02 PM |
Chg.0.000 |
Bid2:03:38 PM |
Ask2:03:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.230EUR |
0.00% |
0.230 Bid Size: 40,000 |
0.250 Ask Size: 40,000 |
EVONIK INDUSTRIES NA... |
18.00 EUR |
12/20/2024 |
Call |
Master data
WKN: |
PN7DBV |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
EVONIK INDUSTRIES NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
18.00 EUR |
Maturity: |
12/20/2024 |
Issue date: |
8/16/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
7.90 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.21 |
Intrinsic value: |
0.17 |
Implied volatility: |
0.33 |
Historic volatility: |
0.19 |
Parity: |
0.17 |
Time value: |
0.08 |
Break-even: |
20.50 |
Moneyness: |
1.10 |
Premium: |
0.04 |
Premium p.a.: |
0.14 |
Spread abs.: |
0.02 |
Spread %: |
8.70% |
Delta: |
0.75 |
Theta: |
-0.01 |
Omega: |
5.90 |
Rho: |
0.04 |
Quote data
Open: |
0.230 |
High: |
0.230 |
Low: |
0.220 |
Previous Close: |
0.230 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-11.54% |
1 Month |
|
|
+53.33% |
3 Months |
|
|
+21.05% |
YTD |
|
|
+21.05% |
1 Year |
|
|
+9.52% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.260 |
0.230 |
1M High / 1M Low: |
0.260 |
0.120 |
6M High / 6M Low: |
0.290 |
0.077 |
High (YTD): |
5/14/2024 |
0.290 |
Low (YTD): |
3/14/2024 |
0.077 |
52W High: |
5/14/2024 |
0.290 |
52W Low: |
3/14/2024 |
0.077 |
Avg. price 1W: |
|
0.240 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.193 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.191 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.168 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
125.31% |
Volatility 6M: |
|
125.10% |
Volatility 1Y: |
|
133.90% |
Volatility 3Y: |
|
- |