BNP Paribas Call 220 ADSK 20.12.2024
/ DE000PE89Y60
BNP Paribas Call 220 ADSK 20.12.2.../ DE000PE89Y60 /
| 18/09/2024 08:43:36 |
Chg.-0.06 |
Bid17:01:44 |
Ask17:01:44 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.73EUR |
-1.25% |
4.53
Bid Size: 4,600 |
4.56
Ask Size: 4,600 |
Autodesk Inc |
220.00 - |
20/12/2024 |
Call |
Master data
| WKN: |
PE89Y6 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Autodesk Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
16/02/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.53 |
| Intrinsic value: |
2.00 |
| Implied volatility: |
0.77 |
| Historic volatility: |
0.24 |
| Parity: |
2.00 |
| Time value: |
2.74 |
| Break-even: |
267.40 |
| Moneyness: |
1.09 |
| Premium: |
0.11 |
| Premium p.a.: |
0.53 |
| Spread abs.: |
0.03 |
| Spread %: |
0.64% |
| Delta: |
0.67 |
| Theta: |
-0.19 |
| Omega: |
3.39 |
| Rho: |
0.29 |
Quote data
| Open: |
4.73 |
| High: |
4.73 |
| Low: |
4.73 |
| Previous Close: |
4.79 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.84% |
| 1 Month |
|
|
+36.71% |
| 3 Months |
|
|
+31.75% |
| YTD |
|
|
-1.46% |
| 1 Year |
|
|
+36.31% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.79 |
3.98 |
| 1M High / 1M Low: |
5.17 |
3.42 |
| 6M High / 6M Low: |
5.95 |
1.40 |
| High (YTD): |
12/02/2024 |
6.41 |
| Low (YTD): |
31/05/2024 |
1.40 |
| 52W High: |
12/02/2024 |
6.41 |
| 52W Low: |
31/05/2024 |
1.40 |
| Avg. price 1W: |
|
4.30 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.01 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.44 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
3.76 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
169.95% |
| Volatility 6M: |
|
172.99% |
| Volatility 1Y: |
|
139.87% |
| Volatility 3Y: |
|
- |
