BNP Paribas Call 450 LOR 20.12.2024
/ DE000PN7DLF0
BNP Paribas Call 450 LOR 20.12.20.../ DE000PN7DLF0 /
| 2024-07-30 8:24:52 AM |
Chg.-0.160 |
Bid1:32:11 PM |
Ask1:32:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.790EUR |
-16.84% |
0.680
Bid Size: 29,000 |
0.690
Ask Size: 29,000 |
L OREAL INH. E... |
450.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
PN7DLF |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
L OREAL INH. EO 0,2 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
450.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-08-16 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
39.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.40 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.19 |
| Parity: |
-5.74 |
| Time value: |
1.00 |
| Break-even: |
460.00 |
| Moneyness: |
0.87 |
| Premium: |
0.17 |
| Premium p.a.: |
0.50 |
| Spread abs.: |
0.21 |
| Spread %: |
26.58% |
| Delta: |
0.27 |
| Theta: |
-0.09 |
| Omega: |
10.42 |
| Rho: |
0.37 |
Quote data
| Open: |
0.790 |
| High: |
0.790 |
| Low: |
0.790 |
| Previous Close: |
0.950 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-36.29% |
| 1 Month |
|
|
-46.98% |
| 3 Months |
|
|
-74.10% |
| YTD |
|
|
-83.05% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.240 |
0.700 |
| 1M High / 1M Low: |
1.700 |
0.700 |
| 6M High / 6M Low: |
4.710 |
0.700 |
| High (YTD): |
2024-02-06 |
4.710 |
| Low (YTD): |
2024-07-26 |
0.700 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.938 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.105 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.863 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
232.70% |
| Volatility 6M: |
|
186.78% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
