BNP Paribas Call 60 TOTB 20.09.2024
/ DE000PN95ZP1
BNP Paribas Call 60 TOTB 20.09.20.../ DE000PN95ZP1 /
| 02/08/2024 08:13:27 |
Chg.-0.68 |
Bid19:21:37 |
Ask19:21:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.00EUR |
-18.48% |
2.75
Bid Size: 1,091 |
3.14
Ask Size: 956 |
TOTALENERGIES SE EO... |
60.00 - |
20/09/2024 |
Call |
Master data
| WKN: |
PN95ZP |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
TOTALENERGIES SE EO 2,50 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
24/10/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
16.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.95 |
| Intrinsic value: |
1.91 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.18 |
| Parity: |
1.91 |
| Time value: |
1.78 |
| Break-even: |
63.69 |
| Moneyness: |
1.03 |
| Premium: |
0.03 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.33 |
| Spread %: |
9.82% |
| Delta: |
0.66 |
| Theta: |
-0.03 |
| Omega: |
11.07 |
| Rho: |
0.05 |
Quote data
| Open: |
3.00 |
| High: |
3.00 |
| Low: |
3.00 |
| Previous Close: |
3.68 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.03% |
| 1 Month |
|
|
-36.17% |
| 3 Months |
|
|
-54.82% |
| YTD |
|
|
-25.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.75 |
3.16 |
| 1M High / 1M Low: |
5.99 |
3.13 |
| 6M High / 6M Low: |
7.31 |
2.67 |
| High (YTD): |
30/04/2024 |
7.31 |
| Low (YTD): |
26/02/2024 |
2.67 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.56 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.25 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.78 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
156.10% |
| Volatility 6M: |
|
121.92% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
