BNP Paribas Call 42 CARR 17.01.2025
/ DE000PN2Q3V5
BNP Paribas Call 42 CARR 17.01.20.../ DE000PN2Q3V5 /
| 2024-07-09 9:22:13 AM |
Chg.-0.01 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.07EUR |
-0.48% |
-
Bid Size: - |
-
Ask Size: - |
Carrier Global Corp |
42.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
PN2Q3V |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Carrier Global Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
42.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-05-02 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.03 |
| Intrinsic value: |
1.95 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.26 |
| Parity: |
1.95 |
| Time value: |
0.14 |
| Break-even: |
59.68 |
| Moneyness: |
1.50 |
| Premium: |
0.02 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.01 |
| Spread %: |
0.48% |
| Delta: |
0.93 |
| Theta: |
-0.01 |
| Omega: |
2.60 |
| Rho: |
0.18 |
Quote data
| Open: |
2.07 |
| High: |
2.07 |
| Low: |
2.07 |
| Previous Close: |
2.08 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+1.47% |
| 3 Months |
|
|
+23.95% |
| YTD |
|
|
+19.65% |
| 1 Year |
|
|
+64.29% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.09 |
2.07 |
| 1M High / 1M Low: |
2.36 |
1.98 |
| 6M High / 6M Low: |
2.36 |
1.23 |
| High (YTD): |
2024-06-20 |
2.36 |
| Low (YTD): |
2024-04-19 |
1.23 |
| 52W High: |
2024-06-20 |
2.36 |
| 52W Low: |
2023-10-27 |
1.05 |
| Avg. price 1W: |
|
2.08 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.14 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.79 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.67 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
72.11% |
| Volatility 6M: |
|
84.79% |
| Volatility 1Y: |
|
80.69% |
| Volatility 3Y: |
|
- |
