BNP Paribas Call 600 EMSN 20.12.2024
/ DE000PN76NW3
BNP Paribas Call 600 EMSN 20.12.2.../ DE000PN76NW3 /
| 7/26/2024 10:11:52 AM |
Chg.0.00 |
Bid12:39:05 PM |
Ask12:39:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.23EUR |
0.00% |
1.26
Bid Size: 10,600 |
1.28
Ask Size: 10,600 |
EMS-CHEMIE N |
600.00 CHF |
12/20/2024 |
Call |
Master data
| WKN: |
PN76NW |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
EMS-CHEMIE N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
600.00 CHF |
| Maturity: |
12/20/2024 |
| Issue date: |
9/7/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.29 |
| Intrinsic value: |
1.17 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.20 |
| Parity: |
1.17 |
| Time value: |
0.11 |
| Break-even: |
755.52 |
| Moneyness: |
1.19 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.02 |
| Spread %: |
1.59% |
| Delta: |
0.96 |
| Theta: |
-0.08 |
| Omega: |
5.57 |
| Rho: |
2.36 |
Quote data
| Open: |
1.23 |
| High: |
1.23 |
| Low: |
1.23 |
| Previous Close: |
1.23 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.56% |
| 1 Month |
|
|
-20.13% |
| 3 Months |
|
|
-5.38% |
| YTD |
|
|
+6.03% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.36 |
1.23 |
| 1M High / 1M Low: |
1.89 |
1.22 |
| 6M High / 6M Low: |
1.89 |
0.56 |
| High (YTD): |
7/9/2024 |
1.89 |
| Low (YTD): |
3/7/2024 |
0.56 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.31 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.46 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.22 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
124.20% |
| Volatility 6M: |
|
98.38% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
