BNP Paribas Call 60 OKTA 20.12.2024
/ DE000PZ1A1H1
BNP Paribas Call 60 OKTA 20.12.20.../ DE000PZ1A1H1 /
8/16/2024 4:50:31 PM |
Chg.-0.090 |
Bid4:57:45 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
3.330EUR |
-2.63% |
3.340 Bid Size: 29,000 |
- Ask Size: - |
Okta Inc |
60.00 USD |
12/20/2024 |
Call |
Master data
WKN: |
PZ1A1H |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Okta Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
60.00 USD |
Maturity: |
12/20/2024 |
Issue date: |
11/13/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
2.49 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.32 |
Intrinsic value: |
3.24 |
Implied volatility: |
0.73 |
Historic volatility: |
0.41 |
Parity: |
3.24 |
Time value: |
0.26 |
Break-even: |
89.68 |
Moneyness: |
1.59 |
Premium: |
0.03 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.08 |
Spread %: |
2.34% |
Delta: |
0.91 |
Theta: |
-0.03 |
Omega: |
2.26 |
Rho: |
0.15 |
Quote data
Open: |
3.440 |
High: |
3.460 |
Low: |
3.330 |
Previous Close: |
3.420 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+9.18% |
1 Month |
|
|
-14.62% |
3 Months |
|
|
-17.57% |
YTD |
|
|
-2.92% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.420 |
3.050 |
1M High / 1M Low: |
3.900 |
2.390 |
6M High / 6M Low: |
5.170 |
2.390 |
High (YTD): |
3/7/2024 |
5.170 |
Low (YTD): |
8/5/2024 |
2.390 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.250 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.210 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
3.637 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
97.81% |
Volatility 6M: |
|
99.99% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |