BNP Paribas Call 65 CARR 20.12.2024
/ DE000PN7E1J3
BNP Paribas Call 65 CARR 20.12.20.../ DE000PN7E1J3 /
2024-10-11 9:50:31 PM |
Chg.+0.060 |
Bid9:56:35 PM |
Ask9:56:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.570EUR |
+3.97% |
1.600 Bid Size: 5,700 |
1.610 Ask Size: 5,700 |
Carrier Global Corp |
65.00 USD |
2024-12-20 |
Call |
Master data
WKN: |
PN7E1J |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Carrier Global Corp |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
65.00 USD |
Maturity: |
2024-12-20 |
Issue date: |
2023-08-17 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.64 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.56 |
Intrinsic value: |
1.52 |
Implied volatility: |
0.41 |
Historic volatility: |
0.26 |
Parity: |
1.52 |
Time value: |
0.09 |
Break-even: |
75.54 |
Moneyness: |
1.26 |
Premium: |
0.01 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.01 |
Spread %: |
0.63% |
Delta: |
0.92 |
Theta: |
-0.02 |
Omega: |
4.25 |
Rho: |
0.10 |
Quote data
Open: |
1.500 |
High: |
1.630 |
Low: |
1.490 |
Previous Close: |
1.510 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+2.61% |
1 Month |
|
|
+38.94% |
3 Months |
|
|
+149.21% |
YTD |
|
|
+220.41% |
1 Year |
|
|
+201.92% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.630 |
1.500 |
1M High / 1M Low: |
1.630 |
1.130 |
6M High / 6M Low: |
1.630 |
0.220 |
High (YTD): |
2024-10-09 |
1.630 |
Low (YTD): |
2024-04-22 |
0.220 |
52W High: |
2024-10-09 |
1.630 |
52W Low: |
2024-04-22 |
0.220 |
Avg. price 1W: |
|
1.552 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.445 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.734 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.550 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
76.58% |
Volatility 6M: |
|
196.25% |
Volatility 1Y: |
|
173.01% |
Volatility 3Y: |
|
- |