BNP Paribas Call 220 ADSK 20.12.2024
/ DE000PE89Y60
BNP Paribas Call 220 ADSK 20.12.2.../ DE000PE89Y60 /
9/13/2024 8:46:12 AM |
Chg.-0.19 |
Bid10:00:27 PM |
Ask10:00:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
4.04EUR |
-4.49% |
- Bid Size: - |
- Ask Size: - |
Autodesk Inc |
220.00 - |
12/20/2024 |
Call |
Master data
WKN: |
PE89Y6 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Autodesk Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
220.00 - |
Maturity: |
12/20/2024 |
Issue date: |
2/16/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.58 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.13 |
Intrinsic value: |
1.42 |
Implied volatility: |
0.72 |
Historic volatility: |
0.24 |
Parity: |
1.42 |
Time value: |
2.78 |
Break-even: |
262.00 |
Moneyness: |
1.06 |
Premium: |
0.12 |
Premium p.a.: |
0.52 |
Spread abs.: |
0.03 |
Spread %: |
0.72% |
Delta: |
0.65 |
Theta: |
-0.17 |
Omega: |
3.61 |
Rho: |
0.29 |
Quote data
Open: |
4.04 |
High: |
4.04 |
Low: |
4.04 |
Previous Close: |
4.23 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+18.13% |
1 Month |
|
|
+25.86% |
3 Months |
|
|
+119.57% |
YTD |
|
|
-15.83% |
1 Year |
|
|
+16.76% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.23 |
3.42 |
1M High / 1M Low: |
5.17 |
3.21 |
6M High / 6M Low: |
5.95 |
1.40 |
High (YTD): |
2/12/2024 |
6.41 |
Low (YTD): |
5/31/2024 |
1.40 |
52W High: |
2/12/2024 |
6.41 |
52W Low: |
5/31/2024 |
1.40 |
Avg. price 1W: |
|
3.81 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.85 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
3.46 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
3.75 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
162.52% |
Volatility 6M: |
|
172.60% |
Volatility 1Y: |
|
139.48% |
Volatility 3Y: |
|
- |