BNP Paribas Call 70 NDA 20.12.2024
/ DE000PN74R24
BNP Paribas Call 70 NDA 20.12.202.../ DE000PN74R24 /
| 09/07/2024 21:20:16 |
Chg.-0.020 |
Bid21:59:52 |
Ask21:59:52 |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.600EUR |
-0.30% |
6.580
Bid Size: 1,000 |
6.710
Ask Size: 1,000 |
AURUBIS AG |
70.00 - |
20/12/2024 |
Call |
Master data
| WKN: |
PN74R2 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
06/09/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
11.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
12.46 |
| Intrinsic value: |
8.65 |
| Implied volatility: |
- |
| Historic volatility: |
0.33 |
| Parity: |
8.65 |
| Time value: |
-1.90 |
| Break-even: |
76.75 |
| Moneyness: |
1.12 |
| Premium: |
-0.02 |
| Premium p.a.: |
-0.05 |
| Spread abs.: |
0.13 |
| Spread %: |
1.96% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
6.630 |
| High: |
6.670 |
| Low: |
6.530 |
| Previous Close: |
6.620 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.55% |
| 1 Month |
|
|
+26.44% |
| 3 Months |
|
|
+33.06% |
| YTD |
|
|
+12.82% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.650 |
6.080 |
| 1M High / 1M Low: |
6.650 |
4.780 |
| 6M High / 6M Low: |
6.840 |
1.760 |
| High (YTD): |
20/05/2024 |
6.840 |
| Low (YTD): |
05/03/2024 |
1.760 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.450 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.735 |
| Avg. volume 1M: |
|
3.571 |
| Avg. price 6M: |
|
4.564 |
| Avg. volume 6M: |
|
.591 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
112.68% |
| Volatility 6M: |
|
122.34% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
