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BNP Paribas Call 23 PHI1 21.06.20.../  DE000PN4Z8L2  /

EUWAX
07/06/2024  08:12:50 Chg.-0.020 Bid09:12:36 Ask09:12:36 Underlying Strike price Expiration date Option type
0.110EUR -15.38% 0.160
Bid Size: 20,000		 0.200
Ask Size: 20,000		 KONINKL. PHILIPS EO ... 23.00 EUR 21/06/2024 Call
 

Master data

WKN: PN4Z8L
Issuer: BNP PARIBAS
Currency: EUR
Underlying: KONINKL. PHILIPS EO -,20
Type: Warrant
Option type: Call
Strike price: 23.00 EUR
Maturity: 21/06/2024
Issue date: 20/06/2023
Last trading day: 20/06/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 12.78
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.13
Implied volatility: 0.59
Historic volatility: 0.37
Parity: 0.13
Time value: 0.06
Break-even: 24.90
Moneyness: 1.06
Premium: 0.03
Premium p.a.: 0.85
Spread abs.: 0.05
Spread %: 35.71%
Delta: 0.70
Theta: -0.04
Omega: 8.96
Rho: 0.01
 

Quote data

Open: 0.110
High: 0.110
Low: 0.110
Previous Close: 0.130
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -47.62%
1 Month
  -35.29%
3 Months  
+1733.33%
YTD  
+10.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.210 0.130
1M High / 1M Low: 0.280 0.120
6M High / 6M Low: 0.320 0.001
High (YTD): 29/04/2024 0.320
Low (YTD): 19/04/2024 0.001
52W High: - -
52W Low: - -
Avg. price 1W:   0.160
Avg. volume 1W:   0.000
Avg. price 1M:   0.200
Avg. volume 1M:   0.000
Avg. price 6M:   0.075
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   264.52%
Volatility 6M:   22,052.85%
Volatility 1Y:   -
Volatility 3Y:   -