BNP Paribas Call 26 PINS 17.01.2025
/ DE000PE84GZ3
BNP Paribas Call 26 PINS 17.01.20.../ DE000PE84GZ3 /
7/25/2024 4:50:29 PM |
Chg.-0.060 |
Bid4:56:11 PM |
Ask4:56:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.250EUR |
-4.58% |
1.250 Bid Size: 49,000 |
1.260 Ask Size: 49,000 |
Pinterest Inc |
26.00 - |
1/17/2025 |
Call |
Master data
WKN: |
PE84GZ |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Pinterest Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
26.00 - |
Maturity: |
1/17/2025 |
Issue date: |
2/14/2023 |
Last trading day: |
1/16/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
2.73 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.06 |
Intrinsic value: |
0.98 |
Implied volatility: |
0.81 |
Historic volatility: |
0.38 |
Parity: |
0.98 |
Time value: |
0.33 |
Break-even: |
39.10 |
Moneyness: |
1.38 |
Premium: |
0.09 |
Premium p.a.: |
0.20 |
Spread abs.: |
0.01 |
Spread %: |
0.77% |
Delta: |
0.81 |
Theta: |
-0.02 |
Omega: |
2.22 |
Rho: |
0.08 |
Quote data
Open: |
1.300 |
High: |
1.310 |
Low: |
1.230 |
Previous Close: |
1.310 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-15.54% |
1 Month |
|
|
-34.21% |
3 Months |
|
|
+40.45% |
YTD |
|
|
-1.57% |
1 Year |
|
|
+76.06% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.500 |
1.310 |
1M High / 1M Low: |
1.900 |
1.310 |
6M High / 6M Low: |
1.900 |
0.890 |
High (YTD): |
6/25/2024 |
1.900 |
Low (YTD): |
4/25/2024 |
0.890 |
52W High: |
6/25/2024 |
1.900 |
52W Low: |
10/26/2023 |
0.510 |
Avg. price 1W: |
|
1.452 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.622 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.362 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.117 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
51.76% |
Volatility 6M: |
|
104.29% |
Volatility 1Y: |
|
105.87% |
Volatility 3Y: |
|
- |