BNP Paribas Call 900 UU2 17.01.2025
/ DE000PN5A8M8
BNP Paribas Call 900 UU2 17.01.20.../ DE000PN5A8M8 /
| 2024-12-12 9:50:38 PM |
Chg.-0.100 |
Bid9:56:46 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.560EUR |
-6.02% |
-
Bid Size: - |
-
Ask Size: - |
BLACKROCK INC. ... |
900.00 - |
2025-01-17 |
Call |
Master data
| WKN: |
PN5A8M |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
BLACKROCK INC. O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
900.00 - |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-06-27 |
| Last trading day: |
2024-12-13 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.88 |
| Intrinsic value: |
0.86 |
| Implied volatility: |
1.19 |
| Historic volatility: |
0.17 |
| Parity: |
0.86 |
| Time value: |
0.80 |
| Break-even: |
1,066.00 |
| Moneyness: |
1.10 |
| Premium: |
0.08 |
| Premium p.a.: |
2.13 |
| Spread abs.: |
0.08 |
| Spread %: |
5.06% |
| Delta: |
0.68 |
| Theta: |
-2.26 |
| Omega: |
4.01 |
| Rho: |
0.34 |
Quote data
| Open: |
1.650 |
| High: |
1.890 |
| Low: |
1.510 |
| Previous Close: |
1.660 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+12.23% |
| 3 Months |
|
|
+122.86% |
| YTD |
|
|
+164.41% |
| 1 Year |
|
|
+194.34% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.660 |
1.200 |
| 6M High / 6M Low: |
1.660 |
0.170 |
| High (YTD): |
2024-12-11 |
1.660 |
| Low (YTD): |
2024-06-11 |
0.140 |
| 52W High: |
2024-12-11 |
1.660 |
| 52W Low: |
2024-06-11 |
0.140 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.398 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.735 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.542 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
123.21% |
| Volatility 6M: |
|
146.61% |
| Volatility 1Y: |
|
145.40% |
| Volatility 3Y: |
|
- |
