BNP Paribas Call 370 LOR 20.09.2024
/ DE000PN8XSV8
BNP Paribas Call 370 LOR 20.09.20.../ DE000PN8XSV8 /
| 2024-06-27 10:11:50 AM |
Chg.+0.18 |
Bid1:44:46 PM |
Ask1:44:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.50EUR |
+2.46% |
7.32
Bid Size: 4,000 |
7.34
Ask Size: 4,000 |
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: |
5.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.11 |
| Intrinsic value: |
6.76 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.19 |
| Parity: |
6.76 |
| Time value: |
0.92 |
| Break-even: |
446.80 |
| Moneyness: |
1.18 |
| Premium: |
0.02 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.24 |
| Spread %: |
3.23% |
| Delta: |
0.86 |
| Theta: |
-0.13 |
| Omega: |
4.90 |
| Rho: |
0.70 |
Quote data
| Open: |
7.51 |
| High: |
7.51 |
| Low: |
7.50 |
| Previous Close: |
7.32 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.27% |
| 1 Month |
|
|
-12.69% |
| 3 Months |
|
|
+2.88% |
| YTD |
|
|
-21.47% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.88 |
7.32 |
| 1M High / 1M Low: |
9.66 |
7.06 |
| 6M High / 6M Low: |
9.66 |
5.06 |
| High (YTD): |
2024-06-06 |
9.66 |
| Low (YTD): |
2024-04-08 |
5.06 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.65 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
8.36 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
7.99 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
92.81% |
| Volatility 6M: |
|
111.16% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
