BNP Paribas Call 350 LOR 20.12.2024
/ DE000PN8XSY2
BNP Paribas Call 350 LOR 20.12.20.../ DE000PN8XSY2 /
| 9/4/2024 8:49:00 AM |
Chg.-0.15 |
Bid7:50:34 PM |
Ask7:50:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.27EUR |
-2.77% |
4.99
Bid Size: 1,000 |
5.21
Ask Size: 1,000 |
L OREAL INH. E... |
350.00 - |
12/20/2024 |
Call |
Master data
| WKN: |
PN8XSY |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
L OREAL INH. EO 0,2 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
350.00 - |
| Maturity: |
12/20/2024 |
| Issue date: |
9/27/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.28 |
| Intrinsic value: |
4.75 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.19 |
| Parity: |
4.75 |
| Time value: |
0.92 |
| Break-even: |
406.70 |
| Moneyness: |
1.14 |
| Premium: |
0.02 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.22 |
| Spread %: |
4.04% |
| Delta: |
0.84 |
| Theta: |
-0.10 |
| Omega: |
5.87 |
| Rho: |
0.81 |
Quote data
| Open: |
5.27 |
| High: |
5.27 |
| Low: |
5.27 |
| Previous Close: |
5.42 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.77% |
| 1 Month |
|
|
+2.93% |
| 3 Months |
|
|
-54.73% |
| YTD |
|
|
-55.30% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.70 |
5.03 |
| 1M High / 1M Low: |
5.70 |
4.06 |
| 6M High / 6M Low: |
12.09 |
4.06 |
| High (YTD): |
6/6/2024 |
12.09 |
| Low (YTD): |
8/13/2024 |
4.06 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.37 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.96 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
8.60 |
| Avg. volume 6M: |
|
236.05 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
105.36% |
| Volatility 6M: |
|
99.57% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
