OverviewChartNewsTraderScreen

BNP Paribas Call 21 PHI1 21.06.20.../  DE000PN2HDY0  /

EUWAX
2024-06-14  8:13:17 AM Chg.-0.010 Bid12:27:08 PM Ask12:27:08 PM Underlying Strike price Expiration date Option type
0.300EUR -3.23% 0.290
Bid Size: 20,000		 0.330
Ask Size: 20,000		 KONINKL. PHILIPS EO ... 21.00 EUR 2024-06-21 Call
 

Master data

WKN: PN2HDY
Issuer: BNP PARIBAS
Currency: EUR
Underlying: KONINKL. PHILIPS EO -,20
Type: Warrant
Option type: Call
Strike price: 21.00 EUR
Maturity: 2024-06-21
Issue date: 2023-04-25
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.71
Leverage: Yes

Calculated values

Fair value: 0.32
Intrinsic value: 0.31
Implied volatility: 1.23
Historic volatility: 0.37
Parity: 0.31
Time value: 0.05
Break-even: 24.60
Moneyness: 1.15
Premium: 0.02
Premium p.a.: 1.68
Spread abs.: 0.05
Spread %: 16.13%
Delta: 0.82
Theta: -0.08
Omega: 5.48
Rho: 0.00
 

Quote data

Open: 0.300
High: 0.300
Low: 0.300
Previous Close: 0.310
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.23%
1 Month
  -28.57%
3 Months  
+512.24%
YTD  
+57.89%
1 Year  
+87.50%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.340 0.310
1M High / 1M Low: 0.480 0.310
6M High / 6M Low: 0.520 0.012
High (YTD): 2024-04-29 0.520
Low (YTD): 2024-04-19 0.012
52W High: 2024-04-29 0.520
52W Low: 2024-04-19 0.012
Avg. price 1W:   0.320
Avg. volume 1W:   0.000
Avg. price 1M:   0.385
Avg. volume 1M:   0.000
Avg. price 6M:   0.164
Avg. volume 6M:   0.000
Avg. price 1Y:   0.155
Avg. volume 1Y:   0.000
Volatility 1M:   111.13%
Volatility 6M:   3,148.70%
Volatility 1Y:   2,225.33%
Volatility 3Y:   -