BNP Paribas Call 360 MSFT 19.07.2024
/ DE000PZ19NZ0
BNP Paribas Call 360 MSFT 19.07.2.../ DE000PZ19NZ0 /
| 2024-07-10 8:54:26 AM |
Chg.-0.63 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 9.42EUR |
-6.27% |
-
Bid Size: - |
-
Ask Size: - |
Microsoft Corporatio... |
360.00 USD |
2024-07-19 |
Call |
Master data
| WKN: |
PZ19NZ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Microsoft Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
360.00 USD |
| Maturity: |
2024-07-19 |
| Issue date: |
2023-12-07 |
| Last trading day: |
2024-07-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
9.23 |
| Intrinsic value: |
9.20 |
| Implied volatility: |
1.60 |
| Historic volatility: |
0.18 |
| Parity: |
9.20 |
| Time value: |
0.85 |
| Break-even: |
433.39 |
| Moneyness: |
1.28 |
| Premium: |
0.02 |
| Premium p.a.: |
1.22 |
| Spread abs.: |
0.79 |
| Spread %: |
8.53% |
| Delta: |
0.86 |
| Theta: |
-1.31 |
| Omega: |
3.66 |
| Rho: |
0.07 |
Quote data
| Open: |
9.42 |
| High: |
9.42 |
| Low: |
9.42 |
| Previous Close: |
10.05 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+45.15% |
| 3 Months |
|
|
+38.73% |
| YTD |
|
|
+140.92% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
10.08 |
9.42 |
| 1M High / 1M Low: |
10.08 |
6.49 |
| 6M High / 6M Low: |
10.08 |
4.27 |
| High (YTD): |
2024-07-08 |
10.08 |
| Low (YTD): |
2024-01-05 |
3.33 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
9.69 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
8.61 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
6.34 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
71.41% |
| Volatility 6M: |
|
103.97% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
