BNP Paribas Call 50 CARR 20.12.2024
/ DE000PN2Q3Q5
BNP Paribas Call 50 CARR 20.12.20.../ DE000PN2Q3Q5 /
| 15/11/2024 09:16:54 |
Chg.-0.17 |
Bid22:00:28 |
Ask22:00:28 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.36EUR |
-6.72% |
-
Bid Size: - |
-
Ask Size: - |
Carrier Global Corp |
50.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
PN2Q3Q |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Carrier Global Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
50.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
02/05/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.39 |
| Intrinsic value: |
2.37 |
| Implied volatility: |
0.70 |
| Historic volatility: |
0.27 |
| Parity: |
2.37 |
| Time value: |
0.03 |
| Break-even: |
71.48 |
| Moneyness: |
1.50 |
| Premium: |
0.00 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.98 |
| Theta: |
-0.02 |
| Omega: |
2.90 |
| Rho: |
0.04 |
Quote data
| Open: |
2.36 |
| High: |
2.36 |
| Low: |
2.36 |
| Previous Close: |
2.53 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-20.00% |
| 3 Months |
|
|
+31.84% |
| YTD |
|
|
+98.32% |
| 1 Year |
|
|
+162.22% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.54 |
2.36 |
| 1M High / 1M Low: |
2.95 |
2.09 |
| 6M High / 6M Low: |
3.04 |
1.27 |
| High (YTD): |
15/10/2024 |
3.04 |
| Low (YTD): |
19/04/2024 |
0.72 |
| 52W High: |
15/10/2024 |
3.04 |
| 52W Low: |
19/04/2024 |
0.72 |
| Avg. price 1W: |
|
2.47 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.49 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.97 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.52 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
107.15% |
| Volatility 6M: |
|
96.78% |
| Volatility 1Y: |
|
104.46% |
| Volatility 3Y: |
|
- |
