BNP Paribas Call 370 LOR 20.09.20.../  DE000PN8XSV8  /

EUWAX
2024-07-26  10:13:43 AM Chg.-0.20 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
3.20EUR -5.88% -
Bid Size: -
-
Ask Size: -
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: 3.20
High: 3.20
Low: 3.20
Previous Close: 3.40
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -25.23%
1 Month
  -34.83%
3 Months
  -55.98%
YTD
  -66.49%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.63 3.20
1M High / 1M Low: 5.52 3.20
6M High / 6M Low: 9.66 3.20
High (YTD): 2024-06-06 9.66
Low (YTD): 2024-07-26 3.20
52W High: - -
52W Low: - -
Avg. price 1W:   3.87
Avg. volume 1W:   0.00
Avg. price 1M:   4.38
Avg. volume 1M:   0.00
Avg. price 6M:   7.37
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   146.04%
Volatility 6M:   127.95%
Volatility 1Y:   -
Volatility 3Y:   -