BNP Paribas Call 440 LOR 20.12.2024
/ DE000PN7DLE3
BNP Paribas Call 440 LOR 20.12.20.../ DE000PN7DLE3 /
| 2024-07-30 8:24:52 AM |
Chg.-0.04 |
Bid2:36:37 PM |
Ask2:36:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.99EUR |
-3.88% |
0.86
Bid Size: 23,000 |
0.87
Ask Size: 23,000 |
L OREAL INH. E... |
440.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
PN7DLE |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
L OREAL INH. EO 0,2 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
440.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-08-16 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
32.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.56 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.19 |
| Parity: |
-4.74 |
| Time value: |
1.20 |
| Break-even: |
452.00 |
| Moneyness: |
0.89 |
| Premium: |
0.15 |
| Premium p.a.: |
0.43 |
| Spread abs.: |
0.21 |
| Spread %: |
21.21% |
| Delta: |
0.31 |
| Theta: |
-0.09 |
| Omega: |
10.05 |
| Rho: |
0.43 |
Quote data
| Open: |
0.99 |
| High: |
0.99 |
| Low: |
0.99 |
| Previous Close: |
1.03 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-36.13% |
| 1 Month |
|
|
-58.23% |
| 3 Months |
|
|
-72.11% |
| YTD |
|
|
-81.07% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.55 |
0.88 |
| 1M High / 1M Low: |
2.07 |
0.88 |
| 6M High / 6M Low: |
5.30 |
0.88 |
| High (YTD): |
2024-02-06 |
5.30 |
| Low (YTD): |
2024-07-26 |
0.88 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.14 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.37 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.34 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
195.82% |
| Volatility 6M: |
|
167.55% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
