BNP Paribas Call 450 MUV2 20.09.2024
/ DE000PN95XC4
BNP Paribas Call 450 MUV2 20.09.2.../ DE000PN95XC4 /
9/9/2024 5:50:14 PM |
Chg.+0.470 |
Bid6:14:41 PM |
Ask6:14:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.310EUR |
+16.55% |
3.310 Bid Size: 2,900 |
3.370 Ask Size: 2,900 |
MUENCH.RUECKVERS.VNA... |
450.00 - |
9/20/2024 |
Call |
Master data
WKN: |
PN95XC |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
MUENCH.RUECKVERS.VNA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
450.00 - |
Maturity: |
9/20/2024 |
Issue date: |
10/24/2023 |
Last trading day: |
9/19/2024 |
Ratio: |
10:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
16.52 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.80 |
Intrinsic value: |
2.73 |
Implied volatility: |
0.28 |
Historic volatility: |
0.19 |
Parity: |
2.73 |
Time value: |
0.16 |
Break-even: |
478.90 |
Moneyness: |
1.06 |
Premium: |
0.00 |
Premium p.a.: |
0.12 |
Spread abs.: |
0.06 |
Spread %: |
2.12% |
Delta: |
0.90 |
Theta: |
-0.22 |
Omega: |
14.85 |
Rho: |
0.12 |
Quote data
Open: |
3.060 |
High: |
3.390 |
Low: |
2.940 |
Previous Close: |
2.840 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-19.07% |
1 Month |
|
|
+308.64% |
3 Months |
|
|
+43.29% |
YTD |
|
|
+934.38% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.090 |
2.840 |
1M High / 1M Low: |
4.090 |
0.790 |
6M High / 6M Low: |
4.090 |
0.510 |
High (YTD): |
9/2/2024 |
4.090 |
Low (YTD): |
1/11/2024 |
0.290 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.768 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.544 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.791 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
241.90% |
Volatility 6M: |
|
236.83% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |