BNP Paribas Call 400 LOR 20.12.20.../  DE000PN7DLC7  /

EUWAX
30/07/2024  08:24:52 Chg.-0.11 Bid16:04:25 Ask16:04:25 Underlying Strike price Expiration date Option type
2.38EUR -4.42% 2.11
Bid Size: 10,000
2.12
Ask Size: 10,000
L OREAL INH. E... 400.00 - 20/12/2024 Call
 

Master data

WKN: PN7DLC
Issuer: BNP PARIBAS
Currency: EUR
Underlying: L OREAL INH. EO 0,2
Type: Warrant
Option type: Call
Strike price: 400.00 -
Maturity: 20/12/2024
Issue date: 16/08/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 15.10
Leverage: Yes

Calculated values

Fair value: 1.79
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.19
Parity: -0.74
Time value: 2.60
Break-even: 426.00
Moneyness: 0.98
Premium: 0.09
Premium p.a.: 0.23
Spread abs.: 0.21
Spread %: 8.79%
Delta: 0.52
Theta: -0.11
Omega: 7.91
Rho: 0.70
 

Quote data

Open: 2.38
High: 2.38
Low: 2.38
Previous Close: 2.49
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -30.21%
1 Month
  -36.02%
3 Months
  -61.05%
YTD
  -69.84%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.41 2.17
1M High / 1M Low: 4.16 2.17
6M High / 6M Low: 8.00 2.17
High (YTD): 06/02/2024 8.00
Low (YTD): 26/07/2024 2.17
52W High: - -
52W Low: - -
Avg. price 1W:   2.68
Avg. volume 1W:   0.00
Avg. price 1M:   3.13
Avg. volume 1M:   0.00
Avg. price 6M:   5.76
Avg. volume 6M:   125.98
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   153.51%
Volatility 6M:   137.46%
Volatility 1Y:   -
Volatility 3Y:   -