BNP Paribas Call 10.2 FTE 20.09.2.../  DE000PZ1A1T6  /

Frankfurt Zert./BNP
2024-06-14  5:21:07 PM Chg.-0.050 Bid5:44:09 PM Ask5:44:09 PM Underlying Strike price Expiration date Option type
0.100EUR -33.33% -
Bid Size: -
-
Ask Size: -
ORANGE INH. ... 10.20 EUR 2024-09-20 Call
 

Master data

WKN: PZ1A1T
Issuer: BNP PARIBAS
Currency: EUR
Underlying: ORANGE INH. EO 4
Type: Warrant
Option type: Call
Strike price: 10.20 EUR
Maturity: 2024-09-20
Issue date: 2023-11-13
Last trading day: 2024-09-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 54.66
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.14
Parity: -0.91
Time value: 0.17
Break-even: 10.37
Moneyness: 0.91
Premium: 0.12
Premium p.a.: 0.51
Spread abs.: 0.06
Spread %: 54.55%
Delta: 0.26
Theta: 0.00
Omega: 14.44
Rho: 0.01
 

Quote data

Open: 0.160
High: 0.160
Low: 0.090
Previous Close: 0.150
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -76.74%
1 Month
  -84.38%
3 Months
  -85.29%
YTD
  -86.67%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.350 0.100
1M High / 1M Low: 0.770 0.100
6M High / 6M Low: 1.440 0.100
High (YTD): 2024-01-23 1.440
Low (YTD): 2024-06-14 0.100
52W High: - -
52W Low: - -
Avg. price 1W:   0.210
Avg. volume 1W:   0.000
Avg. price 1M:   0.534
Avg. volume 1M:   0.000
Avg. price 6M:   0.794
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   261.58%
Volatility 6M:   165.81%
Volatility 1Y:   -
Volatility 3Y:   -