BNP Paribas Call 190 SND 20.12.2024
/ DE000PN7DL01
BNP Paribas Call 190 SND 20.12.20.../ DE000PN7DL01 /
| 2024-06-26 11:31:10 AM |
Chg.+0.21 |
Bid9:22:42 PM |
Ask9:22:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.66EUR |
+4.72% |
4.60
Bid Size: 2,400 |
4.73
Ask Size: 2,400 |
SCHNEIDER ELEC. INH.... |
190.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
PN7DL0 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SCHNEIDER ELEC. INH. EO 4 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
190.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-08-16 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.13 |
| Intrinsic value: |
3.65 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.22 |
| Parity: |
3.65 |
| Time value: |
1.05 |
| Break-even: |
236.90 |
| Moneyness: |
1.19 |
| Premium: |
0.05 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.13 |
| Spread %: |
2.85% |
| Delta: |
0.81 |
| Theta: |
-0.06 |
| Omega: |
3.90 |
| Rho: |
0.66 |
Quote data
| Open: |
4.66 |
| High: |
4.66 |
| Low: |
4.66 |
| Previous Close: |
4.45 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.87% |
| 1 Month |
|
|
-6.61% |
| 3 Months |
|
|
+32.76% |
| YTD |
|
|
+204.58% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.76 |
4.45 |
| 1M High / 1M Low: |
5.33 |
4.23 |
| 6M High / 6M Low: |
5.33 |
1.11 |
| High (YTD): |
2024-05-28 |
5.33 |
| Low (YTD): |
2024-01-09 |
1.11 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.60 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.70 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.15 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
97.02% |
| Volatility 6M: |
|
101.54% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
