BNP Paribas Call 9.2 FTE 20.12.20.../  DE000PL1BP41  /

Frankfurt Zert./BNP
2024-11-15  9:20:22 PM Chg.-0.070 Bid9:58:08 PM Ask9:58:08 PM Underlying Strike price Expiration date Option type
0.640EUR -9.86% -
Bid Size: -
-
Ask Size: -
ORANGE INH. ... 9.20 EUR 2024-12-20 Call
 

Master data

WKN: PL1BP4
Issuer: BNP PARIBAS
Currency: EUR
Underlying: ORANGE INH. EO 4
Type: Warrant
Option type: Call
Strike price: 9.20 EUR
Maturity: 2024-12-20
Issue date: 2024-11-14
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 13.99
Leverage: Yes

Calculated values

Fair value: 0.64
Intrinsic value: 0.59
Implied volatility: 0.25
Historic volatility: 0.15
Parity: 0.59
Time value: 0.11
Break-even: 9.90
Moneyness: 1.06
Premium: 0.01
Premium p.a.: 0.12
Spread abs.: 0.07
Spread %: 11.11%
Delta: 0.81
Theta: 0.00
Omega: 11.38
Rho: 0.01
 

Quote data

Open: 0.590
High: 0.650
Low: 0.590
Previous Close: 0.710
Turnover: 0.000
Market phase: BOOK
 
  All quotes in EUR

Performance

1 Week     -
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -