BNP Paribas Call 410 LOR 20.09.20.../  DE000PN8XSR6  /

EUWAX
06/09/2024  09:52:52 Chg.-0.090 Bid22:00:28 Ask22:00:28 Underlying Strike price Expiration date Option type
0.060EUR -60.00% -
Bid Size: -
-
Ask Size: -
L OREAL INH. E... 410.00 - 20/09/2024 Call
 

Master data

WKN: PN8XSR
Issuer: BNP PARIBAS
Currency: EUR
Underlying: L OREAL INH. EO 0,2
Type: Warrant
Option type: Call
Strike price: 410.00 -
Maturity: 20/09/2024
Issue date: 27/09/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 123.48
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.19
Parity: -2.72
Time value: 0.31
Break-even: 413.10
Moneyness: 0.93
Premium: 0.08
Premium p.a.: 7.49
Spread abs.: 0.25
Spread %: 416.67%
Delta: 0.20
Theta: -0.32
Omega: 24.48
Rho: 0.03
 

Quote data

Open: 0.060
High: 0.060
Low: 0.060
Previous Close: 0.150
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -77.78%
1 Month
  -85.37%
3 Months
  -98.93%
YTD
  -99.06%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.170 0.060
1M High / 1M Low: 0.410 0.060
6M High / 6M Low: 5.970 0.060
High (YTD): 06/02/2024 6.400
Low (YTD): 06/09/2024 0.060
52W High: - -
52W Low: - -
Avg. price 1W:   0.136
Avg. volume 1W:   0.000
Avg. price 1M:   0.216
Avg. volume 1M:   0.000
Avg. price 6M:   3.096
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   417.26%
Volatility 6M:   258.76%
Volatility 1Y:   -
Volatility 3Y:   -