BNP Paribas Call 95 CPA 20.12.2024
/ DE000PN28ED3
BNP Paribas Call 95 CPA 20.12.202.../ DE000PN28ED3 /
9/5/2024 5:35:20 PM |
Chg.+0.010 |
Bid5:39:04 PM |
Ask5:39:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.400EUR |
+0.72% |
1.390 Bid Size: 26,000 |
1.400 Ask Size: 26,000 |
COLGATE-PALMOLIVE ... |
95.00 - |
12/20/2024 |
Call |
Master data
WKN: |
PN28ED |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
COLGATE-PALMOLIVE DL 1 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
95.00 - |
Maturity: |
12/20/2024 |
Issue date: |
5/12/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
6.86 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.52 |
Intrinsic value: |
0.32 |
Implied volatility: |
0.59 |
Historic volatility: |
0.13 |
Parity: |
0.32 |
Time value: |
1.11 |
Break-even: |
109.30 |
Moneyness: |
1.03 |
Premium: |
0.11 |
Premium p.a.: |
0.45 |
Spread abs.: |
0.01 |
Spread %: |
0.70% |
Delta: |
0.62 |
Theta: |
-0.06 |
Omega: |
4.23 |
Rho: |
0.13 |
Quote data
Open: |
1.400 |
High: |
1.450 |
Low: |
1.390 |
Previous Close: |
1.390 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+17.65% |
1 Month |
|
|
+52.17% |
3 Months |
|
|
+204.35% |
YTD |
|
|
+976.92% |
1 Year |
|
|
+1455.56% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.390 |
1.190 |
1M High / 1M Low: |
1.390 |
0.820 |
6M High / 6M Low: |
1.390 |
0.230 |
High (YTD): |
9/4/2024 |
1.390 |
Low (YTD): |
1/24/2024 |
0.120 |
52W High: |
9/4/2024 |
1.390 |
52W Low: |
10/11/2023 |
0.060 |
Avg. price 1W: |
|
1.282 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.060 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.588 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.362 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
106.03% |
Volatility 6M: |
|
140.16% |
Volatility 1Y: |
|
150.15% |
Volatility 3Y: |
|
- |