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

EUWAX
09/10/2024  09:51:47 Chg.+0.10 Bid16:46:04 Ask16:46:04 Underlying Strike price Expiration date Option type
1.55EUR +6.90% 1.49
Bid Size: 11,000		 1.50
Ask Size: 11,000		 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: 24.18
Leverage: Yes

Calculated values

Fair value: 1.00
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.21
Parity: -1.31
Time value: 1.60
Break-even: 416.00
Moneyness: 0.97
Premium: 0.08
Premium p.a.: 0.44
Spread abs.: 0.20
Spread %: 14.29%
Delta: 0.45
Theta: -0.16
Omega: 10.80
Rho: 0.31
 

Quote data

Open: 1.54
High: 1.55
Low: 1.54
Previous Close: 1.45
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.40%
1 Month  
+12.32%
3 Months
  -51.10%
YTD
  -80.35%
1 Year
  -62.83%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.76 1.45
1M High / 1M Low: 2.45 0.62
6M High / 6M Low: 7.64 0.62
High (YTD): 06/02/2024 8.00
Low (YTD): 19/09/2024 0.62
52W High: 06/02/2024 8.00
52W Low: 19/09/2024 0.62
Avg. price 1W:   1.65
Avg. volume 1W:   0.00
Avg. price 1M:   1.24
Avg. volume 1M:   0.00
Avg. price 6M:   3.89
Avg. volume 6M:   0.00
Avg. price 1Y:   4.98
Avg. volume 1Y:   62.50
Volatility 1M:   487.30%
Volatility 6M:   240.96%
Volatility 1Y:   183.17%
Volatility 3Y:   -