BNP Paribas Call 350 LOR 20.12.2024
/ DE000PN8XSY2
BNP Paribas Call 350 LOR 20.12.20.../ DE000PN8XSY2 /
| 2024-07-29 10:27:54 AM |
Chg.+0.16 |
Bid5:37:02 PM |
Ask5:37:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.85EUR |
+2.81% |
5.62
Bid Size: 1,200 |
5.84
Ask Size: 1,200 |
L OREAL INH. E... |
350.00 - |
2024-12-20 |
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: |
2024-12-20 |
| Issue date: |
2023-09-27 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.62 |
| Intrinsic value: |
4.88 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.19 |
| Parity: |
4.88 |
| Time value: |
1.55 |
| Break-even: |
414.30 |
| Moneyness: |
1.14 |
| Premium: |
0.04 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.22 |
| Spread %: |
3.54% |
| Delta: |
0.79 |
| Theta: |
-0.11 |
| Omega: |
4.91 |
| Rho: |
0.99 |
Quote data
| Open: |
5.91 |
| High: |
5.91 |
| Low: |
5.85 |
| Previous Close: |
5.69 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.43% |
| 1 Month |
|
|
-19.97% |
| 3 Months |
|
|
-43.20% |
| YTD |
|
|
-50.38% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.15 |
5.69 |
| 1M High / 1M Low: |
7.72 |
5.69 |
| 6M High / 6M Low: |
12.09 |
5.69 |
| High (YTD): |
2024-06-06 |
12.09 |
| Low (YTD): |
2024-07-26 |
5.69 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.37 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.82 |
| Avg. volume 1M: |
|
122.50 |
| Avg. price 6M: |
|
9.76 |
| Avg. volume 6M: |
|
318.50 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
90.90% |
| Volatility 6M: |
|
92.48% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
