BNP Paribas Call 32 PINS 20.12.2024
/ DE000PE84GS8
BNP Paribas Call 32 PINS 20.12.20.../ DE000PE84GS8 /
11/7/2024 9:50:33 PM |
Chg.+0.020 |
Bid9:59:15 PM |
Ask9:59:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.380EUR |
+5.56% |
0.370 Bid Size: 38,000 |
0.380 Ask Size: 38,000 |
Pinterest Inc |
32.00 - |
12/20/2024 |
Call |
Master data
WKN: |
PE84GS |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Pinterest Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
32.00 - |
Maturity: |
12/20/2024 |
Issue date: |
2/14/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
8.50 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.13 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.91 |
Historic volatility: |
0.35 |
Parity: |
-0.05 |
Time value: |
0.37 |
Break-even: |
35.70 |
Moneyness: |
0.98 |
Premium: |
0.13 |
Premium p.a.: |
1.93 |
Spread abs.: |
0.01 |
Spread %: |
2.78% |
Delta: |
0.54 |
Theta: |
-0.05 |
Omega: |
4.63 |
Rho: |
0.02 |
Quote data
Open: |
0.370 |
High: |
0.410 |
Low: |
0.370 |
Previous Close: |
0.360 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+35.71% |
1 Month |
|
|
+18.75% |
3 Months |
|
|
+80.95% |
YTD |
|
|
-57.78% |
1 Year |
|
|
-35.59% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.360 |
0.280 |
1M High / 1M Low: |
0.400 |
0.250 |
6M High / 6M Low: |
1.380 |
0.160 |
High (YTD): |
6/25/2024 |
1.380 |
Low (YTD): |
9/16/2024 |
0.160 |
52W High: |
6/25/2024 |
1.380 |
52W Low: |
9/16/2024 |
0.160 |
Avg. price 1W: |
|
0.306 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.322 |
Avg. volume 1M: |
|
130.435 |
Avg. price 6M: |
|
0.659 |
Avg. volume 6M: |
|
23.438 |
Avg. price 1Y: |
|
0.714 |
Avg. volume 1Y: |
|
12.048 |
Volatility 1M: |
|
133.36% |
Volatility 6M: |
|
153.41% |
Volatility 1Y: |
|
144.45% |
Volatility 3Y: |
|
- |