BNP Paribas Call 600 BLK 20.12.2024
/ DE000PN21TD6
BNP Paribas Call 600 BLK 20.12.20.../ DE000PN21TD6 /
| 15/08/2024 09:04:04 |
Chg.+0.03 |
Bid22:00:30 |
Ask22:00:30 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.43EUR |
+1.25% |
-
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: |
3.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.41 |
| Intrinsic value: |
2.34 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.17 |
| Parity: |
2.34 |
| Time value: |
0.07 |
| Break-even: |
785.88 |
| Moneyness: |
1.43 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.99 |
| Theta: |
-0.06 |
| Omega: |
3.21 |
| Rho: |
1.85 |
Quote data
| Open: |
2.43 |
| High: |
2.43 |
| Low: |
2.43 |
| Previous Close: |
2.40 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.41% |
| 1 Month |
|
|
+12.50% |
| 3 Months |
|
|
+14.62% |
| YTD |
|
|
+8.00% |
| 1 Year |
|
|
+86.92% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.46 |
2.28 |
| 1M High / 1M Low: |
2.64 |
2.16 |
| 6M High / 6M Low: |
2.64 |
1.56 |
| High (YTD): |
01/08/2024 |
2.64 |
| Low (YTD): |
19/04/2024 |
1.56 |
| 52W High: |
01/08/2024 |
2.64 |
| 52W Low: |
27/10/2023 |
0.77 |
| Avg. price 1W: |
|
2.40 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.36 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.04 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.78 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
78.61% |
| Volatility 6M: |
|
64.97% |
| Volatility 1Y: |
|
66.47% |
| Volatility 3Y: |
|
- |
