OverviewChartNewsTraderScreen

BNP Paribas Call 10 1U1 21.06.202.../  DE000PN4Y579  /

EUWAX
2024-06-20  8:13:42 AM Chg.0.000 Bid9:19:10 AM Ask9:19:10 AM Underlying Strike price Expiration date Option type
0.590EUR 0.00% 0.590
Bid Size: 50,000		 0.630
Ask Size: 50,000		 1+1 AG INH O.N. 10.00 - 2024-06-21 Call
 

Master data

WKN: PN4Y57
Issuer: BNP PARIBAS
Currency: EUR
Underlying: 1+1 AG INH O.N.
Type: Warrant
Option type: Call
Strike price: 10.00 -
Maturity: 2024-06-21
Issue date: 2023-06-20
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.53
Leverage: Yes

Calculated values

Fair value: 0.60
Intrinsic value: 0.60
Implied volatility: 7.95
Historic volatility: 0.33
Parity: 0.60
Time value: 0.03
Break-even: 16.30
Moneyness: 1.60
Premium: 0.02
Premium p.a.: 0.00
Spread abs.: 0.04
Spread %: 6.78%
Delta: 0.91
Theta: -0.55
Omega: 2.30
Rho: 0.00
 

Quote data

Open: 0.590
High: 0.590
Low: 0.590
Previous Close: 0.590
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.28%
1 Month
  -23.38%
3 Months
  -14.49%
YTD
  -30.59%
1 Year  
+210.53%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.610 0.590
1M High / 1M Low: 0.780 0.590
6M High / 6M Low: 0.960 0.580
High (YTD): 2024-01-24 0.960
Low (YTD): 2024-04-17 0.580
52W High: 2024-01-24 0.960
52W Low: 2023-07-11 0.130
Avg. price 1W:   0.602
Avg. volume 1W:   0.000
Avg. price 1M:   0.713
Avg. volume 1M:   0.000
Avg. price 6M:   0.741
Avg. volume 6M:   0.000
Avg. price 1Y:   0.610
Avg. volume 1Y:   0.000
Volatility 1M:   50.88%
Volatility 6M:   55.04%
Volatility 1Y:   105.92%
Volatility 3Y:   -