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

EUWAX
17/09/2024  08:26:04 Chg.-0.020 Bid12:25:48 Ask12:25:48 Underlying Strike price Expiration date Option type
0.057EUR -25.97% 0.060
Bid Size: 100,000		 0.070
Ask Size: 100,000		 L OREAL INH. E... 480.00 - 20/12/2024 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: 20/12/2024
Issue date: 16/08/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 146.36
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.19
Parity: -11.41
Time value: 0.25
Break-even: 482.50
Moneyness: 0.76
Premium: 0.32
Premium p.a.: 1.93
Spread abs.: 0.19
Spread %: 316.67%
Delta: 0.09
Theta: -0.06
Omega: 12.83
Rho: 0.08
 

Quote data

Open: 0.057
High: 0.057
Low: 0.057
Previous Close: 0.077
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -59.29%
1 Month
  -66.47%
3 Months
  -96.89%
YTD
  -98.21%
1 Year
  -97.25%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.140 0.069
1M High / 1M Low: 0.210 0.069
6M High / 6M Low: 2.490 0.069
High (YTD): 06/02/2024 3.230
Low (YTD): 13/09/2024 0.069
52W High: 06/02/2024 3.230
52W Low: 13/09/2024 0.069
Avg. price 1W:   0.096
Avg. volume 1W:   200
Avg. price 1M:   0.160
Avg. volume 1M:   47.619
Avg. price 6M:   1.173
Avg. volume 6M:   7.813
Avg. price 1Y:   1.669
Avg. volume 1Y:   3.922
Volatility 1M:   232.69%
Volatility 6M:   206.66%
Volatility 1Y:   176.16%
Volatility 3Y:   -