BNP Paribas Call 36 PINS 20.12.2024
/ DE000PE84GV2
BNP Paribas Call 36 PINS 20.12.20.../ DE000PE84GV2 /
2024-07-26 10:11:32 AM |
Chg.-0.050 |
Bid6:42:50 PM |
Ask6:42:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.550EUR |
-8.33% |
0.550 Bid Size: 68,000 |
0.560 Ask Size: 68,000 |
Pinterest Inc |
36.00 - |
2024-12-20 |
Call |
Master data
WKN: |
PE84GV |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Pinterest Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
36.00 - |
Maturity: |
2024-12-20 |
Issue date: |
2023-02-14 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
6.35 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.31 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.65 |
Historic volatility: |
0.38 |
Parity: |
-0.11 |
Time value: |
0.55 |
Break-even: |
41.50 |
Moneyness: |
0.97 |
Premium: |
0.19 |
Premium p.a.: |
0.54 |
Spread abs.: |
0.01 |
Spread %: |
1.85% |
Delta: |
0.57 |
Theta: |
-0.02 |
Omega: |
3.60 |
Rho: |
0.06 |
Quote data
Open: |
0.550 |
High: |
0.550 |
Low: |
0.550 |
Previous Close: |
0.600 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-23.61% |
1 Month |
|
|
-49.07% |
3 Months |
|
|
+19.57% |
YTD |
|
|
-22.54% |
1 Year |
|
|
+41.03% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.770 |
0.600 |
1M High / 1M Low: |
1.080 |
0.600 |
6M High / 6M Low: |
1.080 |
0.330 |
High (YTD): |
2024-06-26 |
1.080 |
Low (YTD): |
2024-04-25 |
0.330 |
52W High: |
2024-06-26 |
1.080 |
52W Low: |
2023-10-27 |
0.230 |
Avg. price 1W: |
|
0.703 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.849 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.709 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.574 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
77.42% |
Volatility 6M: |
|
172.04% |
Volatility 1Y: |
|
157.66% |
Volatility 3Y: |
|
- |