BNP Paribas Call 58 TOTB 20.09.2024
/ DE000PN8XT81
BNP Paribas Call 58 TOTB 20.09.20.../ DE000PN8XT81 /
02/08/2024 08:46:22 |
Chg.-0.080 |
Bid20:02:36 |
Ask20:02:36 |
Underlying |
Strike price |
Expiration date |
Option type |
0.470EUR |
-14.55% |
0.440 Bid Size: 6,819 |
0.510 Ask Size: 5,883 |
TOTALENERGIES SE EO... |
58.00 EUR |
20/09/2024 |
Call |
Master data
WKN: |
PN8XT8 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
TOTALENERGIES SE EO 2,50 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
58.00 EUR |
Maturity: |
20/09/2024 |
Issue date: |
27/09/2023 |
Last trading day: |
19/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
10.86 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.45 |
Intrinsic value: |
0.39 |
Implied volatility: |
0.36 |
Historic volatility: |
0.18 |
Parity: |
0.39 |
Time value: |
0.18 |
Break-even: |
63.70 |
Moneyness: |
1.07 |
Premium: |
0.03 |
Premium p.a.: |
0.24 |
Spread abs.: |
0.05 |
Spread %: |
9.62% |
Delta: |
0.72 |
Theta: |
-0.03 |
Omega: |
7.86 |
Rho: |
0.05 |
Quote data
Open: |
0.470 |
High: |
0.470 |
Low: |
0.470 |
Previous Close: |
0.550 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-17.54% |
1 Month |
|
|
-32.86% |
3 Months |
|
|
-56.88% |
YTD |
|
|
-32.86% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.570 |
0.520 |
1M High / 1M Low: |
0.870 |
0.480 |
6M High / 6M Low: |
1.260 |
0.440 |
High (YTD): |
30/04/2024 |
1.260 |
Low (YTD): |
08/02/2024 |
0.440 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.552 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.638 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.767 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
159.14% |
Volatility 6M: |
|
133.08% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |