BNP Paribas Call 45 CARR 20.12.2024
/ DE000PN2Q3N2
BNP Paribas Call 45 CARR 20.12.20.../ DE000PN2Q3N2 /
| 09/09/2024 09:17:43 |
Chg.+0.11 |
Bid22:00:28 |
Ask22:00:28 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.30EUR |
+5.02% |
-
Bid Size: - |
-
Ask Size: - |
Carrier Global Corp |
45.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
PN2Q3N |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Carrier Global Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
02/05/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.25 |
| Intrinsic value: |
2.21 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.26 |
| Parity: |
2.21 |
| Time value: |
0.06 |
| Break-even: |
63.29 |
| Moneyness: |
1.54 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.97 |
| Theta: |
-0.01 |
| Omega: |
2.67 |
| Rho: |
0.11 |
Quote data
| Open: |
2.30 |
| High: |
2.30 |
| Low: |
2.30 |
| Previous Close: |
2.19 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.85% |
| 1 Month |
|
|
+21.05% |
| 3 Months |
|
|
+28.49% |
| YTD |
|
|
+53.33% |
| 1 Year |
|
|
+33.72% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.58 |
2.19 |
| 1M High / 1M Low: |
2.58 |
1.88 |
| 6M High / 6M Low: |
2.58 |
1.02 |
| High (YTD): |
03/09/2024 |
2.58 |
| Low (YTD): |
19/04/2024 |
1.02 |
| 52W High: |
03/09/2024 |
2.58 |
| 52W Low: |
27/10/2023 |
0.87 |
| Avg. price 1W: |
|
2.32 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.26 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.84 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.57 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
75.36% |
| Volatility 6M: |
|
99.65% |
| Volatility 1Y: |
|
92.42% |
| Volatility 3Y: |
|
- |
