BNP Paribas Call 190 SND 20.09.2024
/ DE000PZ1EW80
BNP Paribas Call 190 SND 20.09.20.../ DE000PZ1EW80 /
| 11/07/2024 08:16:50 |
Chg.+0.30 |
Bid22:00:35 |
Ask22:00:35 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.14EUR |
+7.81% |
-
Bid Size: - |
-
Ask Size: - |
SCHNEIDER ELEC. INH.... |
190.00 EUR |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
15/11/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.94 |
| Intrinsic value: |
3.79 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.22 |
| Parity: |
3.79 |
| Time value: |
0.52 |
| Break-even: |
233.00 |
| Moneyness: |
1.20 |
| Premium: |
0.02 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.13 |
| Spread %: |
3.12% |
| Delta: |
0.85 |
| Theta: |
-0.09 |
| Omega: |
4.51 |
| Rho: |
0.29 |
Quote data
| Open: |
4.14 |
| High: |
4.14 |
| Low: |
4.14 |
| Previous Close: |
3.84 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.04% |
| 1 Month |
|
|
-4.39% |
| 3 Months |
|
|
+56.82% |
| YTD |
|
|
+242.15% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.39 |
3.84 |
| 1M High / 1M Low: |
4.83 |
3.74 |
| 6M High / 6M Low: |
4.96 |
0.81 |
| High (YTD): |
28/05/2024 |
4.96 |
| Low (YTD): |
09/01/2024 |
0.80 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.15 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.17 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.03 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
112.55% |
| Volatility 6M: |
|
116.59% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
