BNP Paribas Call 350 LOR 20.12.2024
/ DE000PN8XSY2
BNP Paribas Call 350 LOR 20.12.20.../ DE000PN8XSY2 /
| 7/5/2024 10:05:19 AM |
Chg.0.00 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.14EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
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: |
5.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.78 |
| Intrinsic value: |
6.01 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.19 |
| Parity: |
6.01 |
| Time value: |
1.48 |
| Break-even: |
424.80 |
| Moneyness: |
1.17 |
| Premium: |
0.04 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.23 |
| Spread %: |
3.17% |
| Delta: |
0.83 |
| Theta: |
-0.09 |
| Omega: |
4.52 |
| Rho: |
1.21 |
Quote data
| Open: |
7.14 |
| High: |
7.14 |
| Low: |
7.14 |
| Previous Close: |
7.14 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.33% |
| 1 Month |
|
|
-40.94% |
| 3 Months |
|
|
-9.28% |
| YTD |
|
|
-39.44% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.72 |
7.14 |
| 1M High / 1M Low: |
12.09 |
7.14 |
| 6M High / 6M Low: |
12.09 |
7.14 |
| High (YTD): |
6/6/2024 |
12.09 |
| Low (YTD): |
7/5/2024 |
7.14 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.34 |
| Avg. volume 1W: |
|
490 |
| Avg. price 1M: |
|
9.80 |
| Avg. volume 1M: |
|
111.36 |
| Avg. price 6M: |
|
10.14 |
| Avg. volume 6M: |
|
318.50 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
103.59% |
| Volatility 6M: |
|
91.30% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
