BNP Paribas Call 55 TOTB 20.09.2024
/ DE000PN95ZN6
BNP Paribas Call 55 TOTB 20.09.20.../ DE000PN95ZN6 /
| 8/15/2024 8:14:11 AM |
Chg.+0.12 |
Bid8:18:23 PM |
Ask8:18:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.68EUR |
+1.83% |
7.31
Bid Size: 1,000 |
7.64
Ask Size: 1,000 |
TOTALENERGIES SE EO... |
55.00 - |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
10/24/2023 |
| Last trading day: |
9/19/2024 |
| 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: |
6.68 |
| High: |
6.68 |
| Low: |
6.68 |
| Previous Close: |
6.56 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.51% |
| 1 Month |
|
|
-13.58% |
| 3 Months |
|
|
-22.95% |
| YTD |
|
|
+14.97% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.85 |
6.10 |
| 1M High / 1M Low: |
7.73 |
5.42 |
| 6M High / 6M Low: |
8.76 |
4.61 |
| High (YTD): |
5/10/2024 |
8.76 |
| Low (YTD): |
2/26/2024 |
4.61 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.44 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.79 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
7.16 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
98.25% |
| Volatility 6M: |
|
70.92% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
