BNP Paribas Call 18 MAT 20.12.2024
/ DE000PZ08690
BNP Paribas Call 18 MAT 20.12.202.../ DE000PZ08690 /
| 05/07/2024 09:37:45 |
Chg.-0.020 |
Bid22:00:38 |
Ask22:00:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.850EUR |
-2.30% |
-
Bid Size: - |
-
Ask Size: - |
Mattel Inc |
18.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
PZ0869 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Mattel Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
18.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
10/11/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
17.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.41 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.23 |
| Parity: |
-1.69 |
| Time value: |
0.84 |
| Break-even: |
17.45 |
| Moneyness: |
0.90 |
| Premium: |
0.17 |
| Premium p.a.: |
0.41 |
| Spread abs.: |
0.02 |
| Spread %: |
2.44% |
| Delta: |
0.39 |
| Theta: |
0.00 |
| Omega: |
6.95 |
| Rho: |
0.02 |
Quote data
| Open: |
0.850 |
| High: |
0.850 |
| Low: |
0.850 |
| Previous Close: |
0.870 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.49% |
| 1 Month |
|
|
-44.81% |
| 3 Months |
|
|
-74.32% |
| YTD |
|
|
-75.57% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.880 |
0.840 |
| 1M High / 1M Low: |
1.670 |
0.830 |
| 6M High / 6M Low: |
3.840 |
0.830 |
| High (YTD): |
14/03/2024 |
3.840 |
| Low (YTD): |
27/06/2024 |
0.830 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.856 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.209 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.540 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
187.88% |
| Volatility 6M: |
|
112.10% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
