BNP Paribas Call 380 LOR 20.12.2024
/ DE000PN7DLB9
BNP Paribas Call 380 LOR 20.12.20.../ DE000PN7DLB9 /
| 2024-07-26 9:20:32 PM |
Chg.+0.500 |
Bid9:59:54 PM |
Ask9:59:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.910EUR |
+14.66% |
3.940
Bid Size: 1,400 |
4.150
Ask Size: 1,400 |
L OREAL INH. E... |
380.00 - |
2024-12-20 |
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: |
2024-12-20 |
| Issue date: |
2023-08-16 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.32 |
| Intrinsic value: |
1.88 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.19 |
| Parity: |
1.88 |
| Time value: |
2.27 |
| Break-even: |
421.50 |
| Moneyness: |
1.05 |
| Premium: |
0.06 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.21 |
| Spread %: |
5.33% |
| Delta: |
0.67 |
| Theta: |
-0.11 |
| Omega: |
6.43 |
| Rho: |
0.90 |
Quote data
| Open: |
3.240 |
| High: |
3.980 |
| Low: |
3.240 |
| Previous Close: |
3.410 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.34% |
| 1 Month |
|
|
-22.42% |
| 3 Months |
|
|
-48.42% |
| YTD |
|
|
-58.09% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.810 |
3.410 |
| 1M High / 1M Low: |
5.260 |
3.410 |
| 6M High / 6M Low: |
9.470 |
3.410 |
| High (YTD): |
2024-02-05 |
9.470 |
| Low (YTD): |
2024-07-25 |
3.410 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.006 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.401 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
7.269 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
134.27% |
| Volatility 6M: |
|
111.05% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
