BNP Paribas Call 60 OKTA 20.12.2024
/ DE000PZ1A1H1
BNP Paribas Call 60 OKTA 20.12.20.../ DE000PZ1A1H1 /
| 26/09/2024 21:50:27 |
Chg.-0.060 |
Bid21:59:50 |
Ask21:59:50 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.460EUR |
-3.95% |
1.440
Bid Size: 11,333 |
1.500
Ask Size: 11,333 |
Okta Inc |
60.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
PZ1A1H |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Okta Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
13/11/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.45 |
| Intrinsic value: |
1.34 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.41 |
| Parity: |
1.34 |
| Time value: |
0.19 |
| Break-even: |
69.21 |
| Moneyness: |
1.25 |
| Premium: |
0.03 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.02 |
| Spread %: |
1.32% |
| Delta: |
0.85 |
| Theta: |
-0.03 |
| Omega: |
3.73 |
| Rho: |
0.10 |
Quote data
| Open: |
1.580 |
| High: |
1.590 |
| Low: |
1.390 |
| Previous Close: |
1.520 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.19% |
| 1 Month |
|
|
-58.87% |
| 3 Months |
|
|
-50.51% |
| YTD |
|
|
-57.43% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.630 |
1.520 |
| 1M High / 1M Low: |
3.550 |
1.280 |
| 6M High / 6M Low: |
4.490 |
1.280 |
| High (YTD): |
07/03/2024 |
5.170 |
| Low (YTD): |
10/09/2024 |
1.280 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.566 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.818 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.195 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
154.95% |
| Volatility 6M: |
|
92.69% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
