BNP Paribas Call 600 EMSN 20.12.2024
/ DE000PN76NW3
BNP Paribas Call 600 EMSN 20.12.2.../ DE000PN76NW3 /
| 05/07/2024 10:00:13 |
Chg.+0.14 |
Bid13:26:54 |
Ask13:26:54 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.67EUR |
+9.15% |
1.68
Bid Size: 10,500 |
1.70
Ask Size: 10,500 |
EMS-CHEMIE N |
600.00 CHF |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
07/09/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.62 |
| Intrinsic value: |
1.50 |
| Implied volatility: |
0.15 |
| Historic volatility: |
0.18 |
| Parity: |
1.50 |
| Time value: |
0.11 |
| Break-even: |
777.52 |
| Moneyness: |
1.24 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.02 |
| Spread %: |
1.26% |
| Delta: |
0.99 |
| Theta: |
-0.07 |
| Omega: |
4.71 |
| Rho: |
2.75 |
Quote data
| Open: |
1.67 |
| High: |
1.67 |
| Low: |
1.67 |
| Previous Close: |
1.53 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.33% |
| 1 Month |
|
|
+15.17% |
| 3 Months |
|
|
+35.77% |
| YTD |
|
|
+43.97% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.53 |
1.47 |
| 1M High / 1M Low: |
1.56 |
1.42 |
| 6M High / 6M Low: |
1.81 |
0.56 |
| High (YTD): |
08/05/2024 |
1.81 |
| Low (YTD): |
07/03/2024 |
0.56 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.49 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.49 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.15 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
33.87% |
| Volatility 6M: |
|
87.83% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
