BNP Paribas Call 0.84 EUR/GBP 21..../  DE000PN4BHQ6  /

EUWAX
2024-06-14  1:09:35 PM Chg.+0.050 Bid1:45:31 PM Ask1:45:31 PM Underlying Strike price Expiration date Option type
0.600EUR +9.09% 0.550
Bid Size: 5,455
0.570
Ask Size: 5,264
- 0.84 GBP 2024-06-21 Call
 

Master data

WKN: PN4BHQ
Issuer: BNP PARIBAS
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 0.84 GBP
Maturity: 2024-06-21
Issue date: 2023-06-05
Last trading day: 2024-06-20
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: 175.44
Leverage: Yes

Calculated values

Fair value: 0.37
Intrinsic value: 0.16
Implied volatility: 0.08
Historic volatility: 0.04
Parity: 0.16
Time value: 0.41
Break-even: 1.00
Moneyness: 1.00
Premium: 0.00
Premium p.a.: 0.24
Spread abs.: 0.01
Spread %: 1.79%
Delta: 0.58
Theta: 0.00
Omega: 102.15
Rho: 0.00
 

Quote data

Open: 0.570
High: 0.600
Low: 0.500
Previous Close: 0.550
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -51.61%
1 Month
  -75.31%
3 Months
  -73.91%
YTD
  -86.24%
1 Year
  -87.73%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.240 0.550
1M High / 1M Low: 2.430 0.550
6M High / 6M Low: 4.370 0.550
High (YTD): 2024-01-02 4.140
Low (YTD): 2024-06-13 0.550
52W High: 2023-06-28 5.670
52W Low: 2024-06-13 0.550
Avg. price 1W:   0.820
Avg. volume 1W:   0.000
Avg. price 1M:   1.504
Avg. volume 1M:   0.000
Avg. price 6M:   2.544
Avg. volume 6M:   0.000
Avg. price 1Y:   3.645
Avg. volume 1Y:   0.000
Volatility 1M:   163.78%
Volatility 6M:   108.71%
Volatility 1Y:   87.15%
Volatility 3Y:   -