BNP Paribas Call 90 CL 20.12.2024
/ DE000PN28EC5
BNP Paribas Call 90 CL 20.12.2024/ DE000PN28EC5 /
30/08/2024 09:19:15 |
Chg.-0.02 |
Bid22:00:29 |
Ask22:00:29 |
Underlying |
Strike price |
Expiration date |
Option type |
1.58EUR |
-1.25% |
- Bid Size: - |
- Ask Size: - |
Colgate Palmolive Co |
90.00 USD |
20/12/2024 |
Call |
Master data
WKN: |
PN28EC |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Colgate Palmolive Co |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
90.00 USD |
Maturity: |
20/12/2024 |
Issue date: |
12/05/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.97 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.52 |
Intrinsic value: |
1.43 |
Implied volatility: |
0.27 |
Historic volatility: |
0.13 |
Parity: |
1.43 |
Time value: |
0.17 |
Break-even: |
97.23 |
Moneyness: |
1.18 |
Premium: |
0.02 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.01 |
Spread %: |
0.63% |
Delta: |
0.89 |
Theta: |
-0.02 |
Omega: |
5.30 |
Rho: |
0.21 |
Quote data
Open: |
1.58 |
High: |
1.58 |
Low: |
1.58 |
Previous Close: |
1.60 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+9.72% |
1 Month |
|
|
+25.40% |
3 Months |
|
|
+172.41% |
YTD |
|
|
+586.96% |
1 Year |
|
|
+829.41% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.60 |
1.43 |
1M High / 1M Low: |
1.60 |
1.12 |
6M High / 6M Low: |
1.60 |
0.41 |
High (YTD): |
29/08/2024 |
1.60 |
Low (YTD): |
24/01/2024 |
0.23 |
52W High: |
29/08/2024 |
1.60 |
52W Low: |
11/10/2023 |
0.10 |
Avg. price 1W: |
|
1.51 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.36 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
0.84 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
0.53 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
95.21% |
Volatility 6M: |
|
112.00% |
Volatility 1Y: |
|
130.01% |
Volatility 3Y: |
|
- |