BNP Paribas Call 480 LOR 20.12.2024
/ DE000PN7DLH6
BNP Paribas Call 480 LOR 20.12.20.../ DE000PN7DLH6 /
| 7/30/2024 8:24:52 AM |
Chg.-0.080 |
Bid1:40:08 PM |
Ask1:40:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.400EUR |
-16.67% |
0.360
Bid Size: 53,000 |
0.370
Ask Size: 53,000 |
L OREAL INH. E... |
480.00 - |
12/20/2024 |
Call |
Master data
| WKN: |
PN7DLH |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
L OREAL INH. EO 0,2 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
480.00 - |
| Maturity: |
12/20/2024 |
| Issue date: |
8/16/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
63.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.19 |
| Parity: |
-8.74 |
| Time value: |
0.62 |
| Break-even: |
486.20 |
| Moneyness: |
0.82 |
| Premium: |
0.24 |
| Premium p.a.: |
0.73 |
| Spread abs.: |
0.21 |
| Spread %: |
51.22% |
| Delta: |
0.17 |
| Theta: |
-0.07 |
| Omega: |
11.07 |
| Rho: |
0.24 |
Quote data
| Open: |
0.400 |
| High: |
0.400 |
| Low: |
0.400 |
| Previous Close: |
0.480 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-38.46% |
| 1 Month |
|
|
-62.96% |
| 3 Months |
|
|
-78.49% |
| YTD |
|
|
-87.46% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.650 |
0.360 |
| 1M High / 1M Low: |
0.930 |
0.360 |
| 6M High / 6M Low: |
3.230 |
0.360 |
| High (YTD): |
2/6/2024 |
3.230 |
| Low (YTD): |
7/26/2024 |
0.360 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.482 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.563 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.759 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
240.94% |
| Volatility 6M: |
|
197.26% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
