BNP Paribas Call 52 CARR 20.12.2024
/ DE000PN2Q3R3
BNP Paribas Call 52 CARR 20.12.20.../ DE000PN2Q3R3 /
| 2024-09-06 9:19:53 AM |
Chg.-0.03 |
Bid10:00:28 PM |
Ask10:00:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.60EUR |
-1.84% |
-
Bid Size: - |
-
Ask Size: - |
Carrier Global Corp |
52.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
PN2Q3R |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Carrier Global Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
52.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-05-02 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.63 |
| Intrinsic value: |
1.58 |
| Implied volatility: |
0.59 |
| Historic volatility: |
0.26 |
| Parity: |
1.58 |
| Time value: |
0.20 |
| Break-even: |
64.71 |
| Moneyness: |
1.34 |
| Premium: |
0.03 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.11 |
| Spread %: |
6.59% |
| Delta: |
0.87 |
| Theta: |
-0.02 |
| Omega: |
3.05 |
| Rho: |
0.10 |
Quote data
| Open: |
1.60 |
| High: |
1.60 |
| Low: |
1.60 |
| Previous Close: |
1.63 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.57% |
| 1 Month |
|
|
+30.08% |
| 3 Months |
|
|
+31.15% |
| YTD |
|
|
+49.53% |
| 1 Year |
|
|
+23.08% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.97 |
1.60 |
| 1M High / 1M Low: |
1.97 |
1.23 |
| 6M High / 6M Low: |
1.97 |
0.62 |
| High (YTD): |
2024-09-03 |
1.97 |
| Low (YTD): |
2024-04-19 |
0.62 |
| 52W High: |
2024-09-03 |
1.97 |
| 52W Low: |
2023-10-27 |
0.57 |
| Avg. price 1W: |
|
1.77 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.63 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.30 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.10 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
99.13% |
| Volatility 6M: |
|
128.68% |
| Volatility 1Y: |
|
116.05% |
| Volatility 3Y: |
|
- |
