BNP Paribas Call 60 BSN 20.09.2024
/ DE000PN8XPX0
BNP Paribas Call 60 BSN 20.09.202.../ DE000PN8XPX0 /
| 8/5/2024 8:32:24 AM |
Chg.+0.010 |
Bid5:37:05 PM |
Ask5:37:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.140EUR |
+7.69% |
0.220
Bid Size: 10,800 |
0.280
Ask Size: 10,800 |
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: |
17.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.23 |
| Intrinsic value: |
0.15 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.13 |
| Parity: |
0.15 |
| Time value: |
0.21 |
| Break-even: |
63.60 |
| Moneyness: |
1.03 |
| Premium: |
0.03 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.07 |
| Spread %: |
24.14% |
| Delta: |
0.63 |
| Theta: |
-0.03 |
| Omega: |
10.77 |
| Rho: |
0.04 |
Quote data
| Open: |
0.140 |
| High: |
0.140 |
| Low: |
0.140 |
| Previous Close: |
0.130 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+27.27% |
| 1 Month |
|
|
-6.67% |
| 3 Months |
|
|
-30.00% |
| YTD |
|
|
-50.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.160 |
0.110 |
| 1M High / 1M Low: |
0.160 |
0.082 |
| 6M High / 6M Low: |
0.440 |
0.082 |
| High (YTD): |
2/8/2024 |
0.440 |
| Low (YTD): |
7/25/2024 |
0.082 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.126 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.120 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.211 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
322.38% |
| Volatility 6M: |
|
241.84% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
