BNP Paribas Call 450 LIN 20.12.2024
/ DE000PE98WK2
BNP Paribas Call 450 LIN 20.12.20.../ DE000PE98WK2 /
2024-07-26 9:20:25 PM |
Chg.+0.120 |
Bid9:59:43 PM |
Ask9:59:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.720EUR |
+7.50% |
1.730 Bid Size: 40,000 |
1.750 Ask Size: 40,000 |
LINDE PLC EO ... |
450.00 - |
2024-12-20 |
Call |
Master data
WKN: |
PE98WK |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
LINDE PLC EO -,001 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
450.00 - |
Maturity: |
2024-12-20 |
Issue date: |
2023-03-06 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
23.76 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.54 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.27 |
Historic volatility: |
0.14 |
Parity: |
-3.42 |
Time value: |
1.75 |
Break-even: |
467.50 |
Moneyness: |
0.92 |
Premium: |
0.12 |
Premium p.a.: |
0.34 |
Spread abs.: |
0.02 |
Spread %: |
1.16% |
Delta: |
0.39 |
Theta: |
-0.11 |
Omega: |
9.15 |
Rho: |
0.57 |
Quote data
Open: |
1.550 |
High: |
1.740 |
Low: |
1.550 |
Previous Close: |
1.600 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+9.55% |
1 Month |
|
|
+12.42% |
3 Months |
|
|
-5.49% |
YTD |
|
|
+21.13% |
1 Year |
|
|
+21.13% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.720 |
1.580 |
1M High / 1M Low: |
1.720 |
1.220 |
6M High / 6M Low: |
2.290 |
1.140 |
High (YTD): |
2024-03-13 |
2.290 |
Low (YTD): |
2024-02-05 |
1.140 |
52W High: |
2024-03-13 |
2.290 |
52W Low: |
2023-10-25 |
0.970 |
Avg. price 1W: |
|
1.636 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.484 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.685 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.508 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
120.09% |
Volatility 6M: |
|
90.52% |
Volatility 1Y: |
|
84.05% |
Volatility 3Y: |
|
- |