BNP Paribas Call 420 LOR 20.12.2024
/ DE000PN7DLD5
BNP Paribas Call 420 LOR 20.12.20.../ DE000PN7DLD5 /
| 7/30/2024 8:24:52 AM |
Chg.-0.31 |
Bid1:20:50 PM |
Ask1:20:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.55EUR |
-16.67% |
1.37
Bid Size: 15,000 |
1.38
Ask Size: 15,000 |
L OREAL INH. E... |
420.00 - |
12/20/2024 |
Call |
Master data
| WKN: |
PN7DLD |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
L OREAL INH. EO 0,2 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
420.00 - |
| Maturity: |
12/20/2024 |
| Issue date: |
8/16/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
22.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.19 |
| Parity: |
-2.74 |
| Time value: |
1.77 |
| Break-even: |
437.70 |
| Moneyness: |
0.93 |
| Premium: |
0.11 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.21 |
| Spread %: |
13.46% |
| Delta: |
0.41 |
| Theta: |
-0.10 |
| Omega: |
9.06 |
| Rho: |
0.56 |
Quote data
| Open: |
1.55 |
| High: |
1.55 |
| Low: |
1.55 |
| Previous Close: |
1.86 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-33.76% |
| 1 Month |
|
|
-54.01% |
| 3 Months |
|
|
-67.23% |
| YTD |
|
|
-76.12% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.34 |
1.40 |
| 1M High / 1M Low: |
2.99 |
1.40 |
| 6M High / 6M Low: |
6.58 |
1.40 |
| High (YTD): |
2/6/2024 |
6.58 |
| Low (YTD): |
7/26/2024 |
1.40 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.82 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.13 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.45 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
206.86% |
| Volatility 6M: |
|
154.91% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
