BNP Paribas Call 370 LOR 20.09.2024
/ DE000PN8XSV8
BNP Paribas Call 370 LOR 20.09.20.../ DE000PN8XSV8 /
| 2024-07-26 9:20:31 PM |
Chg.+0.580 |
Bid9:59:47 PM |
Ask9:59:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.650EUR |
+18.89% |
3.680
Bid Size: 1,200 |
3.900
Ask Size: 1,200 |
L OREAL INH. E... |
370.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
PN8XSV |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
L OREAL INH. EO 0,2 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
370.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-27 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
10.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.28 |
| Intrinsic value: |
2.88 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.19 |
| Parity: |
2.88 |
| Time value: |
1.02 |
| Break-even: |
409.00 |
| Moneyness: |
1.08 |
| Premium: |
0.03 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.22 |
| Spread %: |
5.98% |
| Delta: |
0.75 |
| Theta: |
-0.18 |
| Omega: |
7.69 |
| Rho: |
0.39 |
Quote data
| Open: |
2.870 |
| High: |
3.730 |
| Low: |
2.870 |
| Previous Close: |
3.070 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.51% |
| 1 Month |
|
|
-26.26% |
| 3 Months |
|
|
-52.47% |
| YTD |
|
|
-61.70% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.690 |
3.070 |
| 1M High / 1M Low: |
5.220 |
3.070 |
| 6M High / 6M Low: |
9.750 |
3.070 |
| High (YTD): |
2024-02-05 |
9.750 |
| Low (YTD): |
2024-07-25 |
3.070 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.762 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.253 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
7.366 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
160.87% |
| Volatility 6M: |
|
121.03% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
