BNP Paribas Call 420 LOR 20.09.2024
/ DE000PN8XSQ8
BNP Paribas Call 420 LOR 20.09.20.../ DE000PN8XSQ8 /
| 8/1/2024 8:49:52 AM |
Chg.-0.260 |
Bid8:52:42 PM |
Ask8:52:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.500EUR |
-34.21% |
0.310
Bid Size: 9,678 |
0.510
Ask Size: 5,883 |
L OREAL INH. E... |
420.00 - |
9/20/2024 |
Call |
Master data
| WKN: |
PN8XSQ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
L OREAL INH. EO 0,2 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
420.00 - |
| Maturity: |
9/20/2024 |
| Issue date: |
9/27/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
54.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.49 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.19 |
| Parity: |
-1.94 |
| Time value: |
0.74 |
| Break-even: |
427.40 |
| Moneyness: |
0.95 |
| Premium: |
0.07 |
| Premium p.a.: |
0.60 |
| Spread abs.: |
0.21 |
| Spread %: |
39.62% |
| Delta: |
0.33 |
| Theta: |
-0.14 |
| Omega: |
17.99 |
| Rho: |
0.17 |
Quote data
| Open: |
0.500 |
| High: |
0.500 |
| Low: |
0.500 |
| Previous Close: |
0.760 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-34.21% |
| 1 Month |
|
|
-75.25% |
| 3 Months |
|
|
-88.01% |
| YTD |
|
|
-91.21% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.760 |
0.640 |
| 1M High / 1M Low: |
2.020 |
0.640 |
| 6M High / 6M Low: |
5.680 |
0.640 |
| High (YTD): |
2/6/2024 |
5.680 |
| Low (YTD): |
7/30/2024 |
0.640 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.714 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.130 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.463 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
250.83% |
| Volatility 6M: |
|
203.60% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
