BNP Paribas Call 220 SIKA 20.12.2024
/ DE000PN76PR8
BNP Paribas Call 220 SIKA 20.12.2.../ DE000PN76PR8 /
| 8/2/2024 9:53:18 AM |
Chg.-1.06 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.78EUR |
-18.15% |
-
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: |
6.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.40 |
| Intrinsic value: |
2.61 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.25 |
| Parity: |
2.61 |
| Time value: |
1.38 |
| Break-even: |
274.80 |
| Moneyness: |
1.11 |
| Premium: |
0.05 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.01 |
| Spread %: |
0.25% |
| Delta: |
0.74 |
| Theta: |
-0.08 |
| Omega: |
4.83 |
| Rho: |
0.58 |
Quote data
| Open: |
4.78 |
| High: |
4.78 |
| Low: |
4.78 |
| Previous Close: |
5.84 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.06% |
| 1 Month |
|
|
+5.75% |
| 3 Months |
|
|
-13.41% |
| YTD |
|
|
-31.42% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.87 |
4.78 |
| 1M High / 1M Low: |
5.87 |
4.52 |
| 6M High / 6M Low: |
7.07 |
3.73 |
| High (YTD): |
5/21/2024 |
7.07 |
| Low (YTD): |
1/22/2024 |
3.47 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.37 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.99 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.35 |
| Avg. volume 6M: |
|
28.23 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
124.62% |
| Volatility 6M: |
|
87.15% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
