BNP Paribas Call 600 BLK 20.12.2024
/ DE000PN21TD6
BNP Paribas Call 600 BLK 20.12.20.../ DE000PN21TD6 /
| 16/07/2024 09:03:42 |
Chg.-0.05 |
Bid22:00:36 |
Ask22:00:36 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.16EUR |
-2.26% |
-
Bid Size: - |
-
Ask Size: - |
BlackRock Inc |
600.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
PN21TD |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
BlackRock Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
600.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
08/05/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.13 |
| Intrinsic value: |
2.05 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.17 |
| Parity: |
2.05 |
| Time value: |
0.12 |
| Break-even: |
767.54 |
| Moneyness: |
1.37 |
| Premium: |
0.02 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.02 |
| Spread %: |
0.93% |
| Delta: |
0.95 |
| Theta: |
-0.11 |
| Omega: |
3.30 |
| Rho: |
2.15 |
Quote data
| Open: |
2.16 |
| High: |
2.16 |
| Low: |
2.16 |
| Previous Close: |
2.21 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.54% |
| 1 Month |
|
|
+23.43% |
| 3 Months |
|
|
+30.12% |
| YTD |
|
|
-4.00% |
| 1 Year |
|
|
+35.00% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.21 |
1.99 |
| 1M High / 1M Low: |
2.21 |
1.75 |
| 6M High / 6M Low: |
2.43 |
1.56 |
| High (YTD): |
22/03/2024 |
2.43 |
| Low (YTD): |
19/04/2024 |
1.56 |
| 52W High: |
22/03/2024 |
2.43 |
| 52W Low: |
27/10/2023 |
0.77 |
| Avg. price 1W: |
|
2.12 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.93 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.97 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.72 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
48.16% |
| Volatility 6M: |
|
59.83% |
| Volatility 1Y: |
|
64.63% |
| Volatility 3Y: |
|
- |
