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BNP Paribas Call 2400 CMG 17.01.2.../  DE000PN2HVN5  /

Frankfurt Zert./BNP
2024-06-18  9:50:23 PM Chg.+0.470 Bid9:59:26 PM Ask2024-06-18 Underlying Strike price Expiration date Option type
10.750EUR +4.57% -
Bid Size: -		 -
Ask Size: -		 Chipotle Mexican Gri... 2,400.00 - 2025-01-17 Call
 

Master data

WKN: PN2HVN
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Chipotle Mexican Grill Inc
Type: Warrant
Option type: Call
Strike price: 2,400.00 -
Maturity: 2025-01-17
Issue date: 2023-04-25
Last trading day: 2024-06-19
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 2.75
Leverage: Yes

Calculated values

Fair value: 6.39
Intrinsic value: 5.76
Implied volatility: 0.94
Historic volatility: 0.22
Parity: 5.76
Time value: 5.07
Break-even: 3,483.00
Moneyness: 1.24
Premium: 0.17
Premium p.a.: 0.32
Spread abs.: 0.11
Spread %: 1.03%
Delta: 0.75
Theta: -1.72
Omega: 2.07
Rho: 6.55
 

Quote data

Open: 10.190
High: 11.020
Low: 10.190
Previous Close: 10.280
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+31.42%
3 Months  
+66.41%
YTD  
+315.06%
1 Year  
+319.92%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 10.750 10.750
1M High / 1M Low: 10.750 7.390
6M High / 6M Low: 10.750 2.270
High (YTD): 2024-06-18 10.750
Low (YTD): 2024-01-05 2.270
52W High: 2024-06-18 10.750
52W Low: 2023-10-13 1.120
Avg. price 1W:   10.750
Avg. volume 1W:   0.000
Avg. price 1M:   8.428
Avg. volume 1M:   0.000
Avg. price 6M:   5.836
Avg. volume 6M:   0.000
Avg. price 1Y:   3.845
Avg. volume 1Y:   0.000
Volatility 1M:   86.82%
Volatility 6M:   85.46%
Volatility 1Y:   95.99%
Volatility 3Y:   -