BNP Paribas Call 220 SIKA 20.12.2024
/ DE000PN76PR8
BNP Paribas Call 220 SIKA 20.12.2.../ DE000PN76PR8 /
9/9/2024 4:21:29 PM |
Chg.+0.200 |
Bid5:19:31 PM |
Ask5:19:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
5.170EUR |
+4.02% |
- Bid Size: - |
- Ask Size: - |
SIKA N |
220.00 CHF |
12/20/2024 |
Call |
Master data
WKN: |
PN76PR |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
SIKA N |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
220.00 CHF |
Maturity: |
12/20/2024 |
Issue date: |
9/7/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.84 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.37 |
Intrinsic value: |
4.01 |
Implied volatility: |
0.35 |
Historic volatility: |
0.24 |
Parity: |
4.01 |
Time value: |
0.70 |
Break-even: |
282.12 |
Moneyness: |
1.17 |
Premium: |
0.03 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.02 |
Spread %: |
0.43% |
Delta: |
0.84 |
Theta: |
-0.08 |
Omega: |
4.90 |
Rho: |
0.51 |
Quote data
Open: |
5.010 |
High: |
5.170 |
Low: |
4.960 |
Previous Close: |
4.970 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-11.47% |
1 Month |
|
|
+36.77% |
3 Months |
|
|
-14.55% |
YTD |
|
|
-25.83% |
1 Year |
|
|
+6.82% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.840 |
4.970 |
1M High / 1M Low: |
6.070 |
3.660 |
6M High / 6M Low: |
7.060 |
3.470 |
High (YTD): |
5/27/2024 |
7.060 |
Low (YTD): |
1/19/2024 |
3.390 |
52W High: |
5/27/2024 |
7.060 |
52W Low: |
10/26/2023 |
2.640 |
Avg. price 1W: |
|
5.336 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
4.906 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
5.377 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
4.813 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
70.09% |
Volatility 6M: |
|
91.20% |
Volatility 1Y: |
|
96.24% |
Volatility 3Y: |
|
- |