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

EUWAX
6/3/2024  8:12:32 AM Chg.+0.010 Bid9:36:31 AM Ask9:36:31 AM Underlying Strike price Expiration date Option type
0.410EUR +2.50% 0.370
Bid Size: 20,000		 0.410
Ask Size: 20,000		 KONINKL. PHILIPS EO ... 21.00 EUR 6/21/2024 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: 6/21/2024
Issue date: 4/25/2023
Last trading day: 6/20/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.53
Leverage: Yes

Calculated values

Fair value: 0.39
Intrinsic value: 0.39
Implied volatility: 0.96
Historic volatility: 0.37
Parity: 0.39
Time value: 0.06
Break-even: 25.50
Moneyness: 1.18
Premium: 0.02
Premium p.a.: 0.65
Spread abs.: 0.05
Spread %: 12.50%
Delta: 0.82
Theta: -0.04
Omega: 4.53
Rho: 0.01
 

Quote data

Open: 0.410
High: 0.410
Low: 0.410
Previous Close: 0.400
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.50%
1 Month  
+2.50%
3 Months  
+1418.52%
YTD  
+115.79%
1 Year  
+173.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.420 0.400
1M High / 1M Low: 0.480 0.330
6M High / 6M Low: 0.520 0.012
High (YTD): 4/29/2024 0.520
Low (YTD): 4/19/2024 0.012
52W High: 4/29/2024 0.520
52W Low: 4/19/2024 0.012
Avg. price 1W:   0.408
Avg. volume 1W:   0.000
Avg. price 1M:   0.406
Avg. volume 1M:   0.000
Avg. price 6M:   0.146
Avg. volume 6M:   0.000
Avg. price 1Y:   0.148
Avg. volume 1Y:   0.000
Volatility 1M:   139.65%
Volatility 6M:   3,161.24%
Volatility 1Y:   2,233.76%
Volatility 3Y:   -