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

EUWAX
2024-06-11  8:55:51 AM Chg.+0.050 Bid7:02:13 PM Ask7:02:13 PM Underlying Strike price Expiration date Option type
0.200EUR +33.33% 0.160
Bid Size: 10,000		 0.170
Ask Size: 10,000		 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: 79.83
Leverage: Yes

Calculated values

Fair value: 0.17
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.22
Parity: -0.22
Time value: 0.23
Break-even: 188.11
Moneyness: 0.99
Premium: 0.02
Premium p.a.: 1.43
Spread abs.: 0.01
Spread %: 4.55%
Delta: 0.41
Theta: -0.16
Omega: 32.66
Rho: 0.02
 

Quote data

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

Performance

1 Week  
+25.00%
1 Month  
+66.67%
3 Months
  -9.09%
YTD
  -39.39%
1 Year
  -77.01%
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:   -