BNP Paribas Call 240 SIKA 20.12.2024
/ DE000PZ1APQ3
BNP Paribas Call 240 SIKA 20.12.2.../ DE000PZ1APQ3 /
| 09/09/2024 16:21:08 |
Chg.+0.180 |
Bid17:19:34 |
Ask17:19:34 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.410EUR |
+5.57% |
-
Bid Size: - |
-
Ask Size: - |
SIKA N |
240.00 CHF |
20/12/2024 |
Call |
Master data
| WKN: |
PZ1APQ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SIKA N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
240.00 CHF |
| Maturity: |
20/12/2024 |
| Issue date: |
13/11/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.65 |
| Intrinsic value: |
1.87 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.24 |
| Parity: |
1.87 |
| Time value: |
1.14 |
| Break-even: |
286.49 |
| Moneyness: |
1.07 |
| Premium: |
0.04 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.01 |
| Spread %: |
0.33% |
| Delta: |
0.71 |
| Theta: |
-0.09 |
| Omega: |
6.53 |
| Rho: |
0.47 |
Quote data
| Open: |
3.280 |
| High: |
3.410 |
| Low: |
3.230 |
| Previous Close: |
3.230 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.75% |
| 1 Month |
|
|
+46.35% |
| 3 Months |
|
|
-22.68% |
| YTD |
|
|
-37.32% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.000 |
3.230 |
| 1M High / 1M Low: |
4.210 |
2.220 |
| 6M High / 6M Low: |
5.370 |
2.110 |
| High (YTD): |
15/05/2024 |
5.370 |
| Low (YTD): |
06/08/2024 |
2.110 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.560 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.219 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.804 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
91.27% |
| Volatility 6M: |
|
109.60% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
