BNP Paribas Call 25 COK 20.12.2024
/ DE000PN7DAG1
BNP Paribas Call 25 COK 20.12.202.../ DE000PN7DAG1 /
| 2024-07-08 3:20:57 PM |
Chg.-0.010 |
Bid2024-07-08 |
Ask2024-07-08 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.910EUR |
-1.09% |
0.910
Bid Size: 25,000 |
0.950
Ask Size: 25,000 |
CANCOM SE O.N. |
25.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
PN7DAG |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
CANCOM SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
25.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-08-16 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.88 |
| Intrinsic value: |
0.82 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.34 |
| Parity: |
0.82 |
| Time value: |
0.14 |
| Break-even: |
34.60 |
| Moneyness: |
1.33 |
| Premium: |
0.04 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.04 |
| Spread %: |
4.35% |
| Delta: |
0.85 |
| Theta: |
-0.01 |
| Omega: |
2.94 |
| Rho: |
0.08 |
Quote data
| Open: |
0.910 |
| High: |
0.920 |
| Low: |
0.910 |
| Previous Close: |
0.920 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.25% |
| 1 Month |
|
|
+37.88% |
| 3 Months |
|
|
+40.00% |
| YTD |
|
|
+28.17% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.920 |
0.880 |
| 1M High / 1M Low: |
0.920 |
0.690 |
| 6M High / 6M Low: |
0.920 |
0.380 |
| High (YTD): |
2024-07-05 |
0.920 |
| Low (YTD): |
2024-03-20 |
0.380 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.902 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.813 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.642 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
101.49% |
| Volatility 6M: |
|
108.73% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
