BNP Paribas Call 60 BSN 20.09.2024
/ DE000PN8XPX0
BNP Paribas Call 60 BSN 20.09.202.../ DE000PN8XPX0 /
| 7/16/2024 9:20:24 PM |
Chg.0.000 |
Bid9:51:42 PM |
Ask9:51:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.110EUR |
0.00% |
0.120
Bid Size: 16,800 |
0.160
Ask Size: 16,800 |
DANONE S.A. EO -,25 |
60.00 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
PN8XPX |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
DANONE S.A. EO -,25 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
9/27/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
41.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.13 |
| Parity: |
-0.16 |
| Time value: |
0.14 |
| Break-even: |
61.40 |
| Moneyness: |
0.97 |
| Premium: |
0.05 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.04 |
| Spread %: |
40.00% |
| Delta: |
0.42 |
| Theta: |
-0.02 |
| Omega: |
17.34 |
| Rho: |
0.04 |
Quote data
| Open: |
0.100 |
| High: |
0.110 |
| Low: |
0.100 |
| Previous Close: |
0.110 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+26.44% |
| 1 Month |
|
|
-45.00% |
| 3 Months |
|
|
-21.43% |
| YTD |
|
|
-60.71% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.140 |
0.087 |
| 1M High / 1M Low: |
0.250 |
0.087 |
| 6M High / 6M Low: |
0.460 |
0.087 |
| High (YTD): |
1/29/2024 |
0.460 |
| Low (YTD): |
7/9/2024 |
0.087 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.113 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.137 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.243 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
325.80% |
| Volatility 6M: |
|
202.42% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
