BNP Paribas Call 190 SND 20.09.2024
/ DE000PZ1EW80
BNP Paribas Call 190 SND 20.09.20.../ DE000PZ1EW80 /
| 6/28/2024 8:17:00 AM |
Chg.-0.15 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.07EUR |
-3.55% |
-
Bid Size: - |
-
Ask Size: - |
SCHNEIDER ELEC. INH.... |
190.00 EUR |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
11/15/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.63 |
| Intrinsic value: |
3.43 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.22 |
| Parity: |
3.43 |
| Time value: |
0.66 |
| Break-even: |
230.90 |
| Moneyness: |
1.18 |
| Premium: |
0.03 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.13 |
| Spread %: |
3.28% |
| Delta: |
0.82 |
| Theta: |
-0.09 |
| Omega: |
4.52 |
| Rho: |
0.33 |
Quote data
| Open: |
4.07 |
| High: |
4.07 |
| Low: |
4.07 |
| Previous Close: |
4.22 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.22% |
| 1 Month |
|
|
-13.40% |
| 3 Months |
|
|
+49.08% |
| YTD |
|
|
+236.36% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.26 |
4.05 |
| 1M High / 1M Low: |
4.83 |
3.74 |
| 6M High / 6M Low: |
4.96 |
0.80 |
| High (YTD): |
5/28/2024 |
4.96 |
| Low (YTD): |
1/9/2024 |
0.80 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.16 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.22 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.83 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
111.68% |
| Volatility 6M: |
|
119.20% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
