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: |
|
- |
