BNP Paribas Call 480 LOR 20.12.20.../  DE000PN7DLH6  /

EUWAX
6/27/2024  8:24:23 AM Chg.+0.01 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
1.48EUR +0.68% -
Bid Size: -
-
Ask Size: -
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: 25.59
Leverage: Yes

Calculated values

Fair value: 1.06
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.19
Parity: -4.24
Time value: 1.71
Break-even: 497.10
Moneyness: 0.91
Premium: 0.14
Premium p.a.: 0.30
Spread abs.: 0.23
Spread %: 15.54%
Delta: 0.36
Theta: -0.09
Omega: 9.31
Rho: 0.69
 

Quote data

Open: 1.48
High: 1.48
Low: 1.48
Previous Close: 1.47
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.92%
1 Month
  -27.45%
3 Months
  -20.86%
YTD
  -53.61%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.63 1.47
1M High / 1M Low: 2.23 1.41
6M High / 6M Low: 3.23 1.00
High (YTD): 2/6/2024 3.23
Low (YTD): 4/16/2024 1.00
52W High: - -
52W Low: - -
Avg. price 1W:   1.57
Avg. volume 1W:   0.00
Avg. price 1M:   1.87
Avg. volume 1M:   0.00
Avg. price 6M:   2.07
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   169.97%
Volatility 6M:   180.20%
Volatility 1Y:   -
Volatility 3Y:   -