BNP Paribas Call 10.8 FTE 20.09.2.../  DE000PZ1A1S8  /

Frankfurt Zert./BNP
2024-06-14  5:21:07 PM Chg.-0.016 Bid5:46:24 PM Ask5:46:24 PM Underlying Strike price Expiration date Option type
0.030EUR -34.78% -
Bid Size: -
-
Ask Size: -
ORANGE INH. ... 10.80 EUR 2024-09-20 Call
 

Master data

WKN: PZ1A1S
Issuer: BNP PARIBAS
Currency: EUR
Underlying: ORANGE INH. EO 4
Type: Warrant
Option type: Call
Strike price: 10.80 EUR
Maturity: 2024-09-20
Issue date: 2023-11-13
Last trading day: 2024-09-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 101.00
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.14
Parity: -1.51
Time value: 0.09
Break-even: 10.89
Moneyness: 0.86
Premium: 0.17
Premium p.a.: 0.82
Spread abs.: 0.06
Spread %: 162.86%
Delta: 0.15
Theta: 0.00
Omega: 15.60
Rho: 0.00
 

Quote data

Open: 0.047
High: 0.047
Low: 0.029
Previous Close: 0.046
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -82.35%
1 Month
  -90.63%
3 Months
  -91.43%
YTD
  -93.18%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.130 0.030
1M High / 1M Low: 0.350 0.030
6M High / 6M Low: 0.970 0.030
High (YTD): 2024-01-23 0.970
Low (YTD): 2024-06-14 0.030
52W High: - -
52W Low: - -
Avg. price 1W:   0.071
Avg. volume 1W:   0.000
Avg. price 1M:   0.230
Avg. volume 1M:   0.000
Avg. price 6M:   0.438
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   325.54%
Volatility 6M:   211.80%
Volatility 1Y:   -
Volatility 3Y:   -