BNP Paribas Call 26 ZAL 20.12.2024
/ DE000PN95032
BNP Paribas Call 26 ZAL 20.12.202.../ DE000PN95032 /
| 2024-08-01 4:05:59 PM |
Chg.+0.180 |
Bid4:53:58 PM |
Ask4:53:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.140EUR |
+18.75% |
1.100
Bid Size: 31,400 |
1.130
Ask Size: 31,400 |
ZALANDO SE |
26.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
PN9503 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ZALANDO SE |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
26.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-10-24 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
21.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.95 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.46 |
| Parity: |
-2.29 |
| Time value: |
1.09 |
| Break-even: |
27.09 |
| Moneyness: |
0.91 |
| Premium: |
0.14 |
| Premium p.a.: |
0.41 |
| Spread abs.: |
0.10 |
| Spread %: |
10.10% |
| Delta: |
0.38 |
| Theta: |
-0.01 |
| Omega: |
8.25 |
| Rho: |
0.03 |
Quote data
| Open: |
0.980 |
| High: |
1.160 |
| Low: |
0.980 |
| Previous Close: |
0.960 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.33% |
| 1 Month |
|
|
+28.09% |
| 3 Months |
|
|
-12.98% |
| YTD |
|
|
+15.15% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.070 |
0.960 |
| 1M High / 1M Low: |
1.150 |
0.860 |
| 6M High / 6M Low: |
1.700 |
0.560 |
| High (YTD): |
2024-04-17 |
1.700 |
| Low (YTD): |
2024-01-19 |
0.370 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.018 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.000 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.054 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
106.32% |
| Volatility 6M: |
|
155.65% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
