BNP Paribas Call 400 LOR 20.12.2024
/ DE000PN7DLC7
BNP Paribas Call 400 LOR 20.12.20.../ DE000PN7DLC7 /
7/30/2024 8:24:52 AM |
Chg.-0.11 |
Bid10:00:44 PM |
Ask10:00:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.38EUR |
-4.42% |
- Bid Size: - |
- Ask Size: - |
L OREAL INH. E... |
400.00 - |
12/20/2024 |
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: |
12/20/2024 |
Issue date: |
8/16/2023 |
Last trading day: |
12/19/2024 |
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: |
0.00 |
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): |
2/6/2024 |
8.00 |
Low (YTD): |
7/26/2024 |
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: |
|
- |