BNP Paribas Call 190 SND 20.09.2024
/ DE000PZ1EW80
BNP Paribas Call 190 SND 20.09.20.../ DE000PZ1EW80 /
| 2024-06-26 11:15:44 AM |
Chg.+0.21 |
Bid9:28:49 PM |
Ask9:28:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.26EUR |
+5.19% |
4.18
Bid Size: 2,200 |
4.31
Ask Size: 2,200 |
SCHNEIDER ELEC. INH.... |
190.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
PZ1EW8 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SCHNEIDER ELEC. INH. EO 4 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
190.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-15 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.84 |
| Intrinsic value: |
3.65 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.22 |
| Parity: |
3.65 |
| Time value: |
0.63 |
| Break-even: |
232.70 |
| Moneyness: |
1.19 |
| Premium: |
0.03 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.13 |
| Spread %: |
3.14% |
| Delta: |
0.84 |
| Theta: |
-0.08 |
| Omega: |
4.43 |
| Rho: |
0.34 |
Quote data
| Open: |
4.26 |
| High: |
4.26 |
| Low: |
4.26 |
| Previous Close: |
4.05 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.90% |
| 1 Month |
|
|
-7.79% |
| 3 Months |
|
|
+36.54% |
| YTD |
|
|
+252.07% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.34 |
4.05 |
| 1M High / 1M Low: |
4.96 |
3.74 |
| 6M High / 6M Low: |
4.96 |
0.80 |
| High (YTD): |
2024-05-28 |
4.96 |
| Low (YTD): |
2024-01-09 |
0.80 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.19 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.29 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.77 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
113.36% |
| Volatility 6M: |
|
119.34% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
