BNP Paribas Call 50 ERIC/B 20.12.2024
/ DE000PN7EZK8
BNP Paribas Call 50 ERIC/B 20.12..../ DE000PN7EZK8 /
9/5/2024 8:39:18 AM |
Chg.+0.11 |
Bid4:41:20 PM |
Ask4:41:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.29EUR |
+5.05% |
2.25 Bid Size: 22,000 |
2.27 Ask Size: 22,000 |
Ericsson, Telefonab.... |
50.00 SEK |
12/20/2024 |
Call |
Master data
WKN: |
PN7EZK |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Ericsson, Telefonab. L M ser. B |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
50.00 SEK |
Maturity: |
12/20/2024 |
Issue date: |
8/17/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
2.82 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.28 |
Intrinsic value: |
2.23 |
Implied volatility: |
0.59 |
Historic volatility: |
0.26 |
Parity: |
2.23 |
Time value: |
0.12 |
Break-even: |
6.74 |
Moneyness: |
1.51 |
Premium: |
0.02 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.05 |
Spread %: |
2.17% |
Delta: |
0.93 |
Theta: |
0.00 |
Omega: |
2.63 |
Rho: |
0.01 |
Quote data
Open: |
2.29 |
High: |
2.29 |
Low: |
2.29 |
Previous Close: |
2.18 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+0.88% |
1 Month |
|
|
+43.13% |
3 Months |
|
|
+50.66% |
YTD |
|
|
+60.14% |
1 Year |
|
|
+129.00% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.38 |
2.18 |
1M High / 1M Low: |
2.38 |
1.60 |
6M High / 6M Low: |
2.38 |
0.71 |
High (YTD): |
9/3/2024 |
2.38 |
Low (YTD): |
4/18/2024 |
0.71 |
52W High: |
9/3/2024 |
2.38 |
52W Low: |
10/30/2023 |
0.51 |
Avg. price 1W: |
|
2.29 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.04 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.37 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
1.15 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
60.23% |
Volatility 6M: |
|
104.53% |
Volatility 1Y: |
|
101.33% |
Volatility 3Y: |
|
- |