BNP Paribas Call 220 ALV 20.12.2024
/ DE000PE934D2
BNP Paribas Call 220 ALV 20.12.20.../ DE000PE934D2 /
| 2024-11-15 8:22:05 AM |
Chg.+0.01 |
Bid10:00:27 PM |
Ask10:00:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.96EUR |
+0.34% |
-
Bid Size: - |
-
Ask Size: - |
ALLIANZ SE NA O.N. |
220.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
PE934D |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ALLIANZ SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-03-01 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
9.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.85 |
| Intrinsic value: |
6.79 |
| Implied volatility: |
- |
| Historic volatility: |
0.15 |
| Parity: |
6.79 |
| Time value: |
-3.79 |
| Break-even: |
250.00 |
| Moneyness: |
1.31 |
| Premium: |
-0.13 |
| Premium p.a.: |
-0.78 |
| Spread abs.: |
0.04 |
| Spread %: |
1.35% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
2.96 |
| High: |
2.96 |
| Low: |
2.96 |
| Previous Close: |
2.95 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.34% |
| 1 Month |
|
|
+0.34% |
| 3 Months |
|
|
+10.45% |
| YTD |
|
|
+65.36% |
| 1 Year |
|
|
+105.56% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.97 |
2.95 |
| 1M High / 1M Low: |
2.97 |
2.93 |
| 6M High / 6M Low: |
2.97 |
2.08 |
| High (YTD): |
2024-11-11 |
2.97 |
| Low (YTD): |
2024-01-11 |
1.75 |
| 52W High: |
2024-11-11 |
2.97 |
| 52W Low: |
2023-11-20 |
1.45 |
| Avg. price 1W: |
|
2.96 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.95 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.73 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.40 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
5.90% |
| Volatility 6M: |
|
32.42% |
| Volatility 1Y: |
|
38.18% |
| Volatility 3Y: |
|
- |
