BNP Paribas Call 380 LOR 20.12.2024
/ DE000PN7DLB9
BNP Paribas Call 380 LOR 20.12.20.../ DE000PN7DLB9 /
02/09/2024 21:20:28 |
Chg.-0.070 |
Bid21:55:02 |
Ask21:55:02 |
Underlying |
Strike price |
Expiration date |
Option type |
3.120EUR |
-2.19% |
3.120 Bid Size: 1,400 |
3.330 Ask Size: 1,400 |
L OREAL INH. E... |
380.00 - |
20/12/2024 |
Call |
Master data
WKN: |
PN7DLB |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
L OREAL INH. EO 0,2 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
380.00 - |
Maturity: |
20/12/2024 |
Issue date: |
16/08/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
11.43 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.86 |
Intrinsic value: |
1.66 |
Implied volatility: |
0.27 |
Historic volatility: |
0.19 |
Parity: |
1.66 |
Time value: |
1.81 |
Break-even: |
414.70 |
Moneyness: |
1.04 |
Premium: |
0.05 |
Premium p.a.: |
0.16 |
Spread abs.: |
0.21 |
Spread %: |
6.44% |
Delta: |
0.67 |
Theta: |
-0.12 |
Omega: |
7.63 |
Rho: |
0.69 |
Quote data
Open: |
3.180 |
High: |
3.180 |
Low: |
2.900 |
Previous Close: |
3.190 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+0.97% |
1 Month |
|
|
+14.29% |
3 Months |
|
|
-64.30% |
YTD |
|
|
-66.56% |
1 Year |
|
|
-52.51% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.190 |
2.830 |
1M High / 1M Low: |
3.190 |
2.210 |
6M High / 6M Low: |
9.340 |
2.210 |
High (YTD): |
05/02/2024 |
9.470 |
Low (YTD): |
13/08/2024 |
2.210 |
52W High: |
05/02/2024 |
9.470 |
52W Low: |
13/08/2024 |
2.210 |
Avg. price 1W: |
|
3.038 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.769 |
Avg. volume 1M: |
|
185.714 |
Avg. price 6M: |
|
6.213 |
Avg. volume 6M: |
|
30.709 |
Avg. price 1Y: |
|
6.700 |
Avg. volume 1Y: |
|
15.354 |
Volatility 1M: |
|
117.37% |
Volatility 6M: |
|
114.66% |
Volatility 1Y: |
|
102.93% |
Volatility 3Y: |
|
- |