OverviewChartNewsTraderScreen

BNP Paribas Call 200 TXN 21.06.20.../  DE000PN256Y5  /

EUWAX
2024-06-10  8:54:33 AM Chg.-0.050 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.150EUR -25.00% -
Bid Size: -		 -
Ask Size: -		 Texas Instruments In... 200.00 USD 2024-06-21 Call
 

Master data

WKN: PN256Y
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Texas Instruments Incorporated
Type: Warrant
Option type: Call
Strike price: 200.00 USD
Maturity: 2024-06-21
Issue date: 2023-05-11
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 100.82
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.22
Parity: -0.41
Time value: 0.18
Break-even: 187.35
Moneyness: 0.98
Premium: 0.03
Premium p.a.: 1.88
Spread abs.: 0.01
Spread %: 5.88%
Delta: 0.33
Theta: -0.14
Omega: 33.56
Rho: 0.02
 

Quote data

Open: 0.150
High: 0.150
Low: 0.150
Previous Close: 0.200
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.25%
1 Month  
+25.00%
3 Months
  -31.82%
YTD
  -54.55%
1 Year
  -82.76%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.210 0.150
1M High / 1M Low: 0.640 0.130
6M High / 6M Low: 0.640 0.037
High (YTD): 2024-05-23 0.640
Low (YTD): 2024-04-22 0.037
52W High: 2023-07-25 1.290
52W Low: 2024-04-22 0.037
Avg. price 1W:   0.174
Avg. volume 1W:   0.000
Avg. price 1M:   0.282
Avg. volume 1M:   0.000
Avg. price 6M:   0.175
Avg. volume 6M:   0.000
Avg. price 1Y:   0.361
Avg. volume 1Y:   0.000
Volatility 1M:   511.88%
Volatility 6M:   441.31%
Volatility 1Y:   340.42%
Volatility 3Y:   -