BNP Paribas Call 700 EMSN 20.12.2024
/ DE000PN7C487
BNP Paribas Call 700 EMSN 20.12.2.../ DE000PN7C487 /
| 26/07/2024 10:12:09 |
Chg.0.000 |
Bid17:20:00 |
Ask17:20:00 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.430EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
EMS-CHEMIE N |
700.00 CHF |
20/12/2024 |
Call |
Master data
| WKN: |
PN7C48 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
EMS-CHEMIE N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
700.00 CHF |
| Maturity: |
20/12/2024 |
| Issue date: |
16/08/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
16.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.50 |
| Intrinsic value: |
0.13 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.20 |
| Parity: |
0.13 |
| Time value: |
0.32 |
| Break-even: |
777.10 |
| Moneyness: |
1.02 |
| Premium: |
0.04 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
2.27% |
| Delta: |
0.64 |
| Theta: |
-0.15 |
| Omega: |
10.53 |
| Rho: |
1.73 |
Quote data
| Open: |
0.430 |
| High: |
0.430 |
| Low: |
0.430 |
| Previous Close: |
0.430 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.31% |
| 1 Month |
|
|
-35.82% |
| 3 Months |
|
|
-23.21% |
| YTD |
|
|
-17.31% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.520 |
0.430 |
| 1M High / 1M Low: |
0.960 |
0.430 |
| 6M High / 6M Low: |
0.960 |
0.140 |
| High (YTD): |
09/07/2024 |
0.960 |
| Low (YTD): |
07/03/2024 |
0.140 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.484 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.615 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.507 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
208.73% |
| Volatility 6M: |
|
165.08% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
