BNP Paribas Call 480 LOR 20.12.2024
/ DE000PN7DLH6
BNP Paribas Call 480 LOR 20.12.20.../ DE000PN7DLH6 /
| 7/16/2024 8:25:16 AM |
Chg.-0.100 |
Bid7/16/2024 |
Ask7/16/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.450EUR |
-18.18% |
0.450
Bid Size: 8,000 |
0.660
Ask Size: 8,000 |
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: |
53.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.40 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.19 |
| Parity: |
-6.74 |
| Time value: |
0.77 |
| Break-even: |
487.70 |
| Moneyness: |
0.86 |
| Premium: |
0.18 |
| Premium p.a.: |
0.47 |
| Spread abs.: |
0.22 |
| Spread %: |
40.00% |
| Delta: |
0.22 |
| Theta: |
-0.07 |
| Omega: |
11.79 |
| Rho: |
0.36 |
Quote data
| Open: |
0.450 |
| High: |
0.450 |
| Low: |
0.450 |
| Previous Close: |
0.550 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.18% |
| 1 Month |
|
|
-78.37% |
| 3 Months |
|
|
-55.00% |
| YTD |
|
|
-85.89% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.550 |
0.440 |
| 1M High / 1M Low: |
2.070 |
0.440 |
| 6M High / 6M Low: |
3.230 |
0.440 |
| High (YTD): |
2/6/2024 |
3.230 |
| Low (YTD): |
7/10/2024 |
0.440 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.496 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.074 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.877 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
205.36% |
| Volatility 6M: |
|
185.31% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
