BNP Paribas Call 35 FIE 20.09.2024
/ DE000PN8UCE4
BNP Paribas Call 35 FIE 20.09.202.../ DE000PN8UCE4 /
7/4/2024 10:20:44 AM |
Chg.-0.010 |
Bid10:33:16 AM |
Ask10:33:16 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.770EUR |
-1.28% |
0.770 Bid Size: 24,200 |
0.790 Ask Size: 24,200 |
FIELMANN GROUP AG O.... |
35.00 EUR |
9/20/2024 |
Call |
Master data
WKN: |
PN8UCE |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
FIELMANN GROUP AG O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
35.00 EUR |
Maturity: |
9/20/2024 |
Issue date: |
9/26/2023 |
Last trading day: |
9/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
5.27 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.80 |
Intrinsic value: |
0.77 |
Implied volatility: |
0.31 |
Historic volatility: |
0.23 |
Parity: |
0.77 |
Time value: |
0.05 |
Break-even: |
43.10 |
Moneyness: |
1.22 |
Premium: |
0.01 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.02 |
Spread %: |
2.53% |
Delta: |
0.94 |
Theta: |
-0.01 |
Omega: |
4.93 |
Rho: |
0.07 |
Quote data
Open: |
0.790 |
High: |
0.790 |
Low: |
0.770 |
Previous Close: |
0.780 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-11.49% |
1 Month |
|
|
-15.38% |
3 Months |
|
|
0.00% |
YTD |
|
|
-49.34% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.900 |
0.760 |
1M High / 1M Low: |
0.930 |
0.760 |
6M High / 6M Low: |
1.480 |
0.760 |
High (YTD): |
1/22/2024 |
1.480 |
Low (YTD): |
7/2/2024 |
0.760 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.824 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.865 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.021 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
92.31% |
Volatility 6M: |
|
80.64% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |