BNP Paribas Call 52 CARR 20.12.2024
/ DE000PN2Q3R3
BNP Paribas Call 52 CARR 20.12.20.../ DE000PN2Q3R3 /
| 7/9/2024 9:22:13 AM |
Chg.0.00 |
Bid10:27:14 AM |
Ask10:27:14 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.26EUR |
0.00% |
1.26
Bid Size: 7,900 |
1.30
Ask Size: 7,900 |
Carrier Global Corp |
52.00 USD |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
5/2/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.15 |
| Intrinsic value: |
1.03 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.26 |
| Parity: |
1.03 |
| Time value: |
0.24 |
| Break-even: |
60.71 |
| Moneyness: |
1.21 |
| Premium: |
0.04 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
0.79% |
| Delta: |
0.82 |
| Theta: |
-0.02 |
| Omega: |
3.78 |
| Rho: |
0.16 |
Quote data
| Open: |
1.26 |
| High: |
1.26 |
| Low: |
1.26 |
| Previous Close: |
1.26 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.62% |
| 1 Month |
|
|
+3.28% |
| 3 Months |
|
|
+32.63% |
| YTD |
|
|
+17.76% |
| 1 Year |
|
|
+93.85% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.27 |
1.16 |
| 1M High / 1M Low: |
1.53 |
1.16 |
| 6M High / 6M Low: |
1.53 |
0.62 |
| High (YTD): |
6/20/2024 |
1.53 |
| Low (YTD): |
4/19/2024 |
0.62 |
| 52W High: |
6/20/2024 |
1.53 |
| 52W Low: |
10/27/2023 |
0.57 |
| Avg. price 1W: |
|
1.24 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.32 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.06 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.01 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
108.97% |
| Volatility 6M: |
|
121.58% |
| Volatility 1Y: |
|
112.63% |
| Volatility 3Y: |
|
- |
