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BNP Paribas Call 380 LOR 20.12.20.../  DE000PN7DLB9  /

Frankfurt Zert./BNP
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:   -