BNP Paribas Call 200 JPM 15.01.2027
/ DE000PL1K691
BNP Paribas Call 200 JPM 15.01.20.../ DE000PL1K691 /
| 2024-12-20 9:55:14 PM |
Chg.+0.320 |
Bid9:59:42 PM |
Ask9:59:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.950EUR |
+5.68% |
5.920
Bid Size: 14,000 |
5.980
Ask Size: 14,000 |
JP Morgan Chase and ... |
200.00 USD |
2027-01-15 |
Call |
Master data
| WKN: |
PL1K69 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
JP Morgan Chase and Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 USD |
| Maturity: |
2027-01-15 |
| Issue date: |
2024-11-18 |
| Last trading day: |
2027-01-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.55 |
| Intrinsic value: |
3.61 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.22 |
| Parity: |
3.61 |
| Time value: |
2.37 |
| Break-even: |
251.57 |
| Moneyness: |
1.19 |
| Premium: |
0.10 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.06 |
| Spread %: |
1.01% |
| Delta: |
0.79 |
| Theta: |
-0.03 |
| Omega: |
2.99 |
| Rho: |
2.47 |
Quote data
| Open: |
5.560 |
| High: |
6.030 |
| Low: |
5.460 |
| Previous Close: |
5.630 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.50% |
| 1 Month |
|
|
-13.14% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.970 |
5.430 |
| 1M High / 1M Low: |
6.990 |
5.430 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.776 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
6.357 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
47.34% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
