BNP Paribas Call 30 BAC 20.06.2025
/ DE000PN7EVY8
BNP Paribas Call 30 BAC 20.06.202.../ DE000PN7EVY8 /
| 10/4/2024 1:51:03 PM |
Chg.- |
Bid10:00:31 PM |
Ask10:00:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.31EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
VERIZON COMM. INC. D... |
30.00 - |
6/20/2025 |
Call |
Master data
| WKN: |
PN7EVY |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
VERIZON COMM. INC. DL-,10 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
30.00 - |
| Maturity: |
6/20/2025 |
| Issue date: |
8/17/2023 |
| Last trading day: |
10/7/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.12 |
| Intrinsic value: |
1.05 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.20 |
| Parity: |
1.05 |
| Time value: |
0.24 |
| Break-even: |
42.90 |
| Moneyness: |
1.35 |
| Premium: |
0.06 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.84 |
| Theta: |
-0.01 |
| Omega: |
2.62 |
| Rho: |
0.14 |
Quote data
| Open: |
1.32 |
| High: |
1.32 |
| Low: |
1.31 |
| Previous Close: |
1.35 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+3.15% |
| 3 Months |
|
|
+12.93% |
| YTD |
|
|
+77.03% |
| 1 Year |
|
|
+211.90% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.36 |
1.25 |
| 6M High / 6M Low: |
1.36 |
0.86 |
| High (YTD): |
10/2/2024 |
1.36 |
| Low (YTD): |
1/11/2024 |
0.84 |
| 52W High: |
10/2/2024 |
1.36 |
| 52W Low: |
10/23/2023 |
0.40 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.31 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.04 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.96 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
28.12% |
| Volatility 6M: |
|
76.14% |
| Volatility 1Y: |
|
84.46% |
| Volatility 3Y: |
|
- |
