BNP Paribas Call 110 KRN/ DE000PN8UMJ2 /
6/20/2024 9:20:23 PM | Chg.+0.150 | Bid9:54:23 PM | Ask9:54:23 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.870EUR | +20.83% | - Bid Size: - |
- Ask Size: - |
KRONES AG O.N. | 110.00 EUR | 6/21/2024 | Call |
Master data
WKN: | PN8UMJ |
---|---|
Issuer: | BNP PARIBAS |
Currency: | EUR |
Underlying: | KRONES AG O.N. |
Type: | Warrant |
Option type: | Call |
Strike price: | 110.00 EUR |
Maturity: | 6/21/2024 |
Issue date: | 9/26/2023 |
Last trading day: | 6/20/2024 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 13.28 |
Leverage: | Yes |
Calculated values
Fair value: | 0.82 |
---|---|
Intrinsic value: | 0.82 |
Implied volatility: | 1.38 |
Historic volatility: | 0.22 |
Parity: | 0.82 |
Time value: | 0.07 |
Break-even: | 118.90 |
Moneyness: | 1.07 |
Premium: | 0.01 |
Premium p.a.: | 7.63 |
Spread abs.: | 0.17 |
Spread %: | 23.61% |
Delta: | 0.85 |
Theta: | -1.01 |
Omega: | 11.28 |
Rho: | 0.00 |
Quote data
Open: | 0.710 |
---|---|
High: | 0.880 |
Low: | 0.710 |
Previous Close: | 0.720 |
Turnover: | 0.000 |
Market phase: | CL |
All quotes in EUR
Performance
1 Week | 0.00% | ||
---|---|---|---|
1 Month | -46.30% | ||
3 Months | -26.27% | ||
YTD | -4.40% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.930 | 0.720 |
---|---|---|
1M High / 1M Low: | 1.820 | 0.720 |
6M High / 6M Low: | 2.200 | 0.660 |
High (YTD): | 5/8/2024 | 2.200 |
Low (YTD): | 2/28/2024 | 0.660 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.854 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 1.375 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 1.259 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 177.56% | |
Volatility 6M: | 164.16% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |