BNP Paribas Call 90 OKTA 20.12.2024
/ DE000PE89LC1
BNP Paribas Call 90 OKTA 20.12.20.../ DE000PE89LC1 /
2024-06-26 9:50:33 PM |
Chg.-0.030 |
Bid9:59:19 PM |
Ask9:59:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.030EUR |
-2.83% |
1.020 Bid Size: 12,500 |
1.040 Ask Size: 12,500 |
Okta Inc |
90.00 - |
2024-12-20 |
Call |
Master data
WKN: |
PE89LC |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Okta Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
90.00 - |
Maturity: |
2024-12-20 |
Issue date: |
2023-02-16 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
7.69 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.74 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.56 |
Historic volatility: |
0.41 |
Parity: |
-0.70 |
Time value: |
1.08 |
Break-even: |
100.80 |
Moneyness: |
0.92 |
Premium: |
0.21 |
Premium p.a.: |
0.49 |
Spread abs.: |
0.02 |
Spread %: |
1.89% |
Delta: |
0.51 |
Theta: |
-0.04 |
Omega: |
3.95 |
Rho: |
0.15 |
Quote data
Open: |
1.070 |
High: |
1.080 |
Low: |
1.020 |
Previous Close: |
1.060 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+10.75% |
1 Month |
|
|
-43.72% |
3 Months |
|
|
-58.30% |
YTD |
|
|
-42.13% |
1 Year |
|
|
-5.50% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.060 |
0.930 |
1M High / 1M Low: |
1.830 |
0.930 |
6M High / 6M Low: |
3.140 |
0.930 |
High (YTD): |
2024-03-07 |
3.140 |
Low (YTD): |
2024-06-20 |
0.930 |
52W High: |
2024-03-07 |
3.140 |
52W Low: |
2023-11-30 |
0.590 |
Avg. price 1W: |
|
1.002 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.151 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.733 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.476 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
149.23% |
Volatility 6M: |
|
143.01% |
Volatility 1Y: |
|
143.12% |
Volatility 3Y: |
|
- |