BNP Paribas Call 400 LOR 20.12.2024
/ DE000PN7DLC7
BNP Paribas Call 400 LOR 20.12.20.../ DE000PN7DLC7 /
| 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: |
|
- |
