BNP Paribas Call 45 ERIC/B 20.12.2024
/ DE000PN7EZJ0
BNP Paribas Call 45 ERIC/B 20.12..../ DE000PN7EZJ0 /
| 05/07/2024 08:37:07 |
Chg.+0.08 |
Bid22:00:37 |
Ask22:00:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.85EUR |
+4.52% |
-
Bid Size: - |
-
Ask Size: - |
Ericsson, Telefonab.... |
45.00 SEK |
20/12/2024 |
Call |
Master data
| WKN: |
PN7EZJ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Ericsson, Telefonab. L M ser. B |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 SEK |
| Maturity: |
20/12/2024 |
| Issue date: |
17/08/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.87 |
| Intrinsic value: |
1.80 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.27 |
| Parity: |
1.80 |
| Time value: |
0.14 |
| Break-even: |
5.90 |
| Moneyness: |
1.45 |
| Premium: |
0.02 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.05 |
| Spread %: |
2.65% |
| Delta: |
0.92 |
| Theta: |
0.00 |
| Omega: |
2.73 |
| Rho: |
0.02 |
Quote data
| Open: |
1.85 |
| High: |
1.85 |
| Low: |
1.85 |
| Previous Close: |
1.77 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.12% |
| 1 Month |
|
|
-3.65% |
| 3 Months |
|
|
+65.18% |
| YTD |
|
|
+3.35% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.97 |
1.77 |
| 1M High / 1M Low: |
1.97 |
1.58 |
| 6M High / 6M Low: |
1.97 |
1.00 |
| High (YTD): |
02/07/2024 |
1.97 |
| Low (YTD): |
15/04/2024 |
1.00 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.89 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.79 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.40 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
63.49% |
| Volatility 6M: |
|
87.67% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
