BNP Paribas Call 35 GBF 20.12.2024
/ DE000PN7DCM5
BNP Paribas Call 35 GBF 20.12.202.../ DE000PN7DCM5 /
| 05/08/2024 13:06:38 |
Chg.-0.17 |
Bid13:50:40 |
Ask13:50:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.25EUR |
-11.97% |
1.23
Bid Size: 23,000 |
1.29
Ask Size: 23,000 |
BILFINGER SE O.N. |
35.00 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
PN7DCM |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
BILFINGER SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
35.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
16/08/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.43 |
| Intrinsic value: |
1.38 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.25 |
| Parity: |
1.38 |
| Time value: |
0.12 |
| Break-even: |
49.90 |
| Moneyness: |
1.39 |
| Premium: |
0.02 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.08 |
| Spread %: |
5.67% |
| Delta: |
0.91 |
| Theta: |
-0.01 |
| Omega: |
2.97 |
| Rho: |
0.11 |
Quote data
| Open: |
1.37 |
| High: |
1.37 |
| Low: |
1.24 |
| Previous Close: |
1.42 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.38% |
| 1 Month |
|
|
-16.11% |
| 3 Months |
|
|
+32.98% |
| YTD |
|
|
+220.51% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.76 |
1.42 |
| 1M High / 1M Low: |
1.76 |
1.42 |
| 6M High / 6M Low: |
1.77 |
0.50 |
| High (YTD): |
20/05/2024 |
1.77 |
| Low (YTD): |
03/01/2024 |
0.34 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.61 |
| Avg. volume 1W: |
|
300 |
| Avg. price 1M: |
|
1.57 |
| Avg. volume 1M: |
|
309.52 |
| Avg. price 6M: |
|
1.22 |
| Avg. volume 6M: |
|
141.73 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
84.50% |
| Volatility 6M: |
|
104.19% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
