BNP Paribas Call 420 LIN 20.12.2024
/ DE000PE98WJ4
BNP Paribas Call 420 LIN 20.12.20.../ DE000PE98WJ4 /
| 16/10/2024 08:54:27 |
Chg.+0.02 |
Bid15:50:20 |
Ask15:50:20 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.65EUR |
+0.76% |
2.64
Bid Size: 70,000 |
2.66
Ask Size: 70,000 |
LINDE PLC EO ... |
420.00 - |
20/12/2024 |
Call |
Master data
| WKN: |
PE98WJ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
LINDE PLC EO -,001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
420.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
06/03/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
16.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.64 |
| Intrinsic value: |
2.17 |
| Implied volatility: |
0.14 |
| Historic volatility: |
0.14 |
| Parity: |
2.17 |
| Time value: |
0.49 |
| Break-even: |
446.60 |
| Moneyness: |
1.05 |
| Premium: |
0.01 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
0.76% |
| Delta: |
0.83 |
| Theta: |
-0.08 |
| Omega: |
13.80 |
| Rho: |
0.61 |
Quote data
| Open: |
2.65 |
| High: |
2.65 |
| Low: |
2.65 |
| Previous Close: |
2.63 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.43% |
| 1 Month |
|
|
+7.29% |
| 3 Months |
|
|
+27.40% |
| YTD |
|
|
+43.24% |
| 1 Year |
|
|
+62.58% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.63 |
2.49 |
| 1M High / 1M Low: |
2.63 |
2.43 |
| 6M High / 6M Low: |
2.63 |
1.83 |
| High (YTD): |
15/10/2024 |
2.63 |
| Low (YTD): |
06/02/2024 |
1.67 |
| 52W High: |
15/10/2024 |
2.63 |
| 52W Low: |
25/10/2023 |
1.37 |
| Avg. price 1W: |
|
2.56 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.53 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.23 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.11 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
22.33% |
| Volatility 6M: |
|
52.76% |
| Volatility 1Y: |
|
52.84% |
| Volatility 3Y: |
|
- |
