BNP Paribas Call 55 TOTB 20.09.2024
/ DE000PN8XT99
BNP Paribas Call 55 TOTB 20.09.20.../ DE000PN8XT99 /
| 2024-08-02 8:46:22 AM |
Chg.-0.090 |
Bid7:07:36 PM |
Ask7:07:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.730EUR |
-10.98% |
0.660
Bid Size: 4,600 |
0.770
Ask Size: 4,600 |
TOTALENERGIES SE EO... |
55.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
PN8XT9 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
TOTALENERGIES SE EO 2,50 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
55.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-27 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.72 |
| Intrinsic value: |
0.69 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.18 |
| Parity: |
0.69 |
| Time value: |
0.14 |
| Break-even: |
63.30 |
| Moneyness: |
1.13 |
| Premium: |
0.02 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.05 |
| Spread %: |
6.41% |
| Delta: |
0.81 |
| Theta: |
-0.03 |
| Omega: |
6.01 |
| Rho: |
0.06 |
Quote data
| Open: |
0.730 |
| High: |
0.730 |
| Low: |
0.730 |
| Previous Close: |
0.820 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.05% |
| 1 Month |
|
|
-23.96% |
| 3 Months |
|
|
-45.93% |
| YTD |
|
|
-18.89% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.830 |
0.790 |
| 1M High / 1M Low: |
1.150 |
0.720 |
| 6M High / 6M Low: |
1.530 |
0.610 |
| High (YTD): |
2024-04-30 |
1.530 |
| Low (YTD): |
2024-02-08 |
0.610 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.818 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.902 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.005 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
123.10% |
| Volatility 6M: |
|
108.62% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
