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BNP Paribas Call 12.5 FTK 21.06.2.../  DE000PN2E4R5  /

Frankfurt Zert./BNP
2024-06-14  9:20:41 PM Chg.-0.460 Bid2024-06-14 Ask2024-06-14 Underlying Strike price Expiration date Option type
0.620EUR -42.59% 0.620
Bid Size: 4,839		 0.950
Ask Size: 3,158		 FLATEXDEGIRO AG NA O... 12.50 EUR 2024-06-21 Call
 

Master data

WKN: PN2E4R
Issuer: BNP PARIBAS
Currency: EUR
Underlying: FLATEXDEGIRO AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 12.50 EUR
Maturity: 2024-06-21
Issue date: 2023-04-24
Last trading day: 2024-06-20
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 13.89
Leverage: Yes

Calculated values

Fair value: 0.76
Intrinsic value: 0.70
Implied volatility: 0.80
Historic volatility: 0.41
Parity: 0.70
Time value: 0.26
Break-even: 13.45
Moneyness: 1.06
Premium: 0.02
Premium p.a.: 2.20
Spread abs.: 0.33
Spread %: 53.23%
Delta: 0.72
Theta: -0.04
Omega: 10.01
Rho: 0.00
 

Quote data

Open: 1.090
High: 1.090
Low: 0.540
Previous Close: 1.080
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -59.74%
1 Month
  -22.50%
3 Months  
+1450.00%
YTD     0.00%
1 Year  
+14.81%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.670 0.620
1M High / 1M Low: 1.670 0.620
6M High / 6M Low: 1.670 0.001
High (YTD): 2024-06-10 1.670
Low (YTD): 2024-04-04 0.001
52W High: 2024-06-10 1.670
52W Low: 2024-04-04 0.001
Avg. price 1W:   1.200
Avg. volume 1W:   0.000
Avg. price 1M:   1.220
Avg. volume 1M:   0.000
Avg. price 6M:   0.450
Avg. volume 6M:   0.000
Avg. price 1Y:   0.441
Avg. volume 1Y:   0.000
Volatility 1M:   292.24%
Volatility 6M:   8,220.24%
Volatility 1Y:   5,806.87%
Volatility 3Y:   -