BNP Paribas Call 55 TOTB 20.09.2024
/ DE000PN95ZN6
BNP Paribas Call 55 TOTB 20.09.20.../ DE000PN95ZN6 /
| 15/08/2024 20:20:51 |
Chg.+0.610 |
Bid20:38:05 |
Ask20:38:05 |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.310EUR |
+9.10% |
7.290
Bid Size: 1,000 |
7.620
Ask Size: 1,000 |
TOTALENERGIES SE EO... |
55.00 - |
20/09/2024 |
Call |
Master data
| WKN: |
PN95ZN |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
TOTALENERGIES SE EO 2,50 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
55.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
24/10/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
8.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.68 |
| Intrinsic value: |
6.46 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.18 |
| Parity: |
6.46 |
| Time value: |
0.55 |
| Break-even: |
62.01 |
| Moneyness: |
1.12 |
| Premium: |
0.01 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.33 |
| Spread %: |
4.94% |
| Delta: |
0.89 |
| Theta: |
-0.02 |
| Omega: |
7.77 |
| Rho: |
0.05 |
Quote data
| Open: |
6.640 |
| High: |
7.370 |
| Low: |
6.640 |
| Previous Close: |
6.700 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.12% |
| 1 Month |
|
|
-5.80% |
| 3 Months |
|
|
-13.08% |
| YTD |
|
|
+23.69% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.700 |
6.350 |
| 1M High / 1M Low: |
7.760 |
5.260 |
| 6M High / 6M Low: |
8.690 |
4.540 |
| High (YTD): |
13/05/2024 |
8.690 |
| Low (YTD): |
22/01/2024 |
4.520 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.544 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
6.780 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
7.153 |
| Avg. volume 6M: |
|
25.512 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
102.71% |
| Volatility 6M: |
|
75.06% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
