BNP Paribas Call 650 EMSN 20.12.2024
/ DE000PZ09D42
BNP Paribas Call 650 EMSN 20.12.2.../ DE000PZ09D42 /
| 2024-07-25 9:43:48 AM |
Chg.-0.080 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.760EUR |
-9.52% |
-
Bid Size: - |
-
Ask Size: - |
EMS-CHEMIE N |
650.00 CHF |
2024-12-20 |
Call |
Master data
| WKN: |
PZ09D4 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
EMS-CHEMIE N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
650.00 CHF |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-11-10 |
| Last trading day: |
2024-12-19 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.89 |
| Intrinsic value: |
0.70 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.20 |
| Parity: |
0.70 |
| Time value: |
0.15 |
| Break-even: |
762.45 |
| Moneyness: |
1.10 |
| Premium: |
0.02 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
2.41% |
| Delta: |
0.87 |
| Theta: |
-0.11 |
| Omega: |
7.62 |
| Rho: |
2.28 |
Quote data
| Open: |
0.760 |
| High: |
0.760 |
| Low: |
0.760 |
| Previous Close: |
0.840 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.56% |
| 1 Month |
|
|
-26.92% |
| 3 Months |
|
|
-13.64% |
| YTD |
|
|
-6.17% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.900 |
0.760 |
| 1M High / 1M Low: |
1.410 |
0.760 |
| 6M High / 6M Low: |
1.410 |
0.280 |
| High (YTD): |
2024-07-09 |
1.410 |
| Low (YTD): |
2024-03-07 |
0.280 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.850 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.003 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.826 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
160.55% |
| Volatility 6M: |
|
138.27% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
