BNP Paribas Call 50 BMY 20.12.2024
/ DE000PZ09YF0
BNP Paribas Call 50 BMY 20.12.202.../ DE000PZ09YF0 /
| 09/10/2024 09:29:13 |
Chg.- |
Bid09:55:05 |
Ask09:55:05 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.410EUR |
- |
0.390
Bid Size: 7,693 |
0.410
Ask Size: 7,318 |
Bristol Myers Squibb... |
50.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
PZ09YF |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Bristol Myers Squibb Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
50.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
10/11/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.34 |
| Intrinsic value: |
0.22 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.24 |
| Parity: |
0.22 |
| Time value: |
0.22 |
| Break-even: |
50.13 |
| Moneyness: |
1.05 |
| Premium: |
0.05 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.01 |
| Spread %: |
2.33% |
| Delta: |
0.66 |
| Theta: |
-0.02 |
| Omega: |
7.18 |
| Rho: |
0.05 |
Quote data
| Open: |
0.410 |
| High: |
0.410 |
| Low: |
0.410 |
| Previous Close: |
0.480 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.15% |
| 1 Month |
|
|
+57.69% |
| 3 Months |
|
|
+425.64% |
| YTD |
|
|
-25.45% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.520 |
0.410 |
| 1M High / 1M Low: |
0.520 |
0.220 |
| 6M High / 6M Low: |
0.520 |
0.043 |
| High (YTD): |
12/03/2024 |
0.690 |
| Low (YTD): |
04/07/2024 |
0.043 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.472 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.329 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.201 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
206.94% |
| Volatility 6M: |
|
296.21% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
