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BNP Paribas Call 140 AFX 20.12.20.../  DE000PN2E0P7  /

Frankfurt Zert./BNP
2024-06-14  11:21:10 AM Chg.+0.003 Bid11:46:29 AM Ask11:46:29 AM Underlying Strike price Expiration date Option type
0.045EUR +7.14% 0.046
Bid Size: 30,000		 0.066
Ask Size: 30,000		 CARL ZEISS MEDITEC A... 140.00 EUR 2024-12-20 Call
 

Master data

WKN: PN2E0P
Issuer: BNP PARIBAS
Currency: EUR
Underlying: CARL ZEISS MEDITEC AG
Type: Warrant
Option type: Call
Strike price: 140.00 EUR
Maturity: 2024-12-20
Issue date: 2023-04-24
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 119.93
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.31
Parity: -5.61
Time value: 0.07
Break-even: 140.70
Moneyness: 0.60
Premium: 0.68
Premium p.a.: 1.71
Spread abs.: 0.03
Spread %: 66.67%
Delta: 0.07
Theta: -0.01
Omega: 8.37
Rho: 0.03
 

Quote data

Open: 0.042
High: 0.045
Low: 0.042
Previous Close: 0.042
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+15.38%
1 Month
  -59.09%
3 Months
  -94.83%
YTD
  -86.36%
1 Year
  -96.02%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.057 0.039
1M High / 1M Low: 0.120 0.036
6M High / 6M Low: 0.870 0.036
High (YTD): 2024-03-14 0.870
Low (YTD): 2024-06-03 0.036
52W High: 2023-06-16 1.150
52W Low: 2024-06-03 0.036
Avg. price 1W:   0.044
Avg. volume 1W:   0.000
Avg. price 1M:   0.073
Avg. volume 1M:   0.000
Avg. price 6M:   0.352
Avg. volume 6M:   0.000
Avg. price 1Y:   0.357
Avg. volume 1Y:   0.000
Volatility 1M:   297.12%
Volatility 6M:   232.30%
Volatility 1Y:   228.12%
Volatility 3Y:   -