BNP Paribas Call 70 CARR 17.01.2025
/ DE000PN7E764
BNP Paribas Call 70 CARR 17.01.20.../ DE000PN7E764 /
| 2024-07-09 9:50:26 PM |
Chg.-0.040 |
Bid9:59:47 PM |
Ask9:59:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.310EUR |
-11.43% |
0.310
Bid Size: 17,900 |
0.320
Ask Size: 17,900 |
Carrier Global Corp |
70.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
PN7E76 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Carrier Global Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-08-17 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
16.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.24 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.26 |
| Parity: |
-0.63 |
| Time value: |
0.35 |
| Break-even: |
68.13 |
| Moneyness: |
0.90 |
| Premium: |
0.17 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
0.01 |
| Spread %: |
2.94% |
| Delta: |
0.41 |
| Theta: |
-0.02 |
| Omega: |
6.75 |
| Rho: |
0.11 |
Quote data
| Open: |
0.340 |
| High: |
0.350 |
| Low: |
0.300 |
| Previous Close: |
0.350 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.13% |
| 1 Month |
|
|
-8.82% |
| 3 Months |
|
|
+19.23% |
| YTD |
|
|
-16.22% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.350 |
0.310 |
| 1M High / 1M Low: |
0.500 |
0.310 |
| 6M High / 6M Low: |
0.500 |
0.160 |
| High (YTD): |
2024-06-19 |
0.500 |
| Low (YTD): |
2024-04-22 |
0.160 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.332 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.377 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.312 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
188.71% |
| Volatility 6M: |
|
204.25% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
