BNP Paribas Call 220 SIKA 20.12.2024
/ DE000PN76PR8
BNP Paribas Call 220 SIKA 20.12.2.../ DE000PN76PR8 /
| 09/09/2024 09:49:17 |
Chg.- |
Bid09:23:13 |
Ask09:23:13 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.07EUR |
- |
5.34
Bid Size: 7,800 |
5.36
Ask Size: 7,800 |
SIKA N |
220.00 CHF |
20/12/2024 |
Call |
Master data
| WKN: |
PN76PR |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SIKA N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 CHF |
| Maturity: |
20/12/2024 |
| Issue date: |
07/09/2023 |
| Last trading day: |
19/12/2024 |
| 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: |
5.07 |
| High: |
5.07 |
| Low: |
5.07 |
| Previous Close: |
4.80 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.50% |
| 1 Month |
|
|
+28.03% |
| 3 Months |
|
|
-16.20% |
| YTD |
|
|
-27.26% |
| 1 Year |
|
|
-5.06% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.00 |
4.80 |
| 1M High / 1M Low: |
6.00 |
3.70 |
| 6M High / 6M Low: |
7.07 |
3.41 |
| High (YTD): |
21/05/2024 |
7.07 |
| Low (YTD): |
05/08/2024 |
3.41 |
| 52W High: |
21/05/2024 |
7.07 |
| 52W Low: |
26/10/2023 |
2.52 |
| Avg. price 1W: |
|
5.29 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.96 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.38 |
| Avg. volume 6M: |
|
28 |
| Avg. price 1Y: |
|
4.82 |
| Avg. volume 1Y: |
|
13.94 |
| Volatility 1M: |
|
93.69% |
| Volatility 6M: |
|
97.04% |
| Volatility 1Y: |
|
99.24% |
| Volatility 3Y: |
|
- |
