BNP Paribas Call 5200 S&P 500 Index 20.09.2024
/ DE000PN47G62
BNP Paribas Call 5200 S&P 500 Ind.../ DE000PN47G62 /
| 2024-06-28 9:23:29 AM |
Chg.+0.14 |
Bid7:33:28 PM |
Ask7:33:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.25EUR |
+4.50% |
3.15
Bid Size: 100,000 |
3.16
Ask Size: 100,000 |
- |
5,200.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
PN47G6 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
5,200.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-06-23 |
| Last trading day: |
2024-09-19 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
17.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.43 |
| Intrinsic value: |
2.83 |
| Implied volatility: |
- |
| Historic volatility: |
0.11 |
| Parity: |
2.83 |
| Time value: |
0.34 |
| Break-even: |
5,517.00 |
| Moneyness: |
1.05 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.01 |
| Spread %: |
0.32% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
3.25 |
| High: |
3.25 |
| Low: |
3.25 |
| Previous Close: |
3.11 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.17% |
| 1 Month |
|
|
+41.30% |
| 3 Months |
|
|
+43.17% |
| YTD |
|
|
+269.32% |
| 1 Year |
|
|
+501.85% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.12 |
3.00 |
| 1M High / 1M Low: |
3.31 |
1.86 |
| 6M High / 6M Low: |
3.31 |
0.57 |
| High (YTD): |
2024-06-20 |
3.31 |
| Low (YTD): |
2024-01-05 |
0.57 |
| 52W High: |
2024-06-20 |
3.31 |
| 52W Low: |
2023-10-27 |
0.12 |
| Avg. price 1W: |
|
3.08 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.65 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.74 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.13 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
102.02% |
| Volatility 6M: |
|
132.26% |
| Volatility 1Y: |
|
143.68% |
| Volatility 3Y: |
|
- |
