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BNP Paribas Call 241.564 VOLV/B 2.../  DE000PN7EZU7  /

Frankfurt Zert./BNP
9/20/2024  9:20:31 PM Chg.-0.260 Bid9:59:44 PM Ask9:59:44 PM Underlying Strike price Expiration date Option type
2.510EUR -9.39% 2.510
Bid Size: 1,196		 2.670
Ask Size: 1,124		 Volvo, AB ser. B 241.5635 SEK 12/20/2024 Call
 

Master data

WKN: PN7EZU
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Volvo, AB ser. B
Type: Warrant
Option type: Call
Strike price: 241.56 SEK
Maturity: 12/20/2024
Issue date: 8/17/2023
Last trading day: 12/19/2024
Ratio: 1:1.03
Exercise type: American
Quanto: No
Gearing: 8.91
Leverage: Yes

Calculated values

Fair value: 2.36
Intrinsic value: 1.79
Implied volatility: 0.33
Historic volatility: 0.25
Parity: 1.79
Time value: 0.88
Break-even: 23.85
Moneyness: 1.08
Premium: 0.04
Premium p.a.: 0.16
Spread abs.: 0.16
Spread %: 6.37%
Delta: 0.73
Theta: -0.01
Omega: 6.51
Rho: 0.04
 

Quote data

Open: 2.680
High: 2.680
Low: 2.370
Previous Close: 2.770
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+15.67%
1 Month
  -11.31%
3 Months
  -28.90%
YTD
  -11.93%
1 Year  
+48.52%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.770 2.190
1M High / 1M Low: 3.470 1.870
6M High / 6M Low: 6.310 1.870
High (YTD): 3/26/2024 6.310
Low (YTD): 1/22/2024 1.850
52W High: 3/26/2024 6.310
52W Low: 11/7/2023 1.060
Avg. price 1W:   2.504
Avg. volume 1W:   0.000
Avg. price 1M:   2.647
Avg. volume 1M:   0.000
Avg. price 6M:   3.894
Avg. volume 6M:   0.000
Avg. price 1Y:   3.137
Avg. volume 1Y:   0.000
Volatility 1M:   125.90%
Volatility 6M:   112.98%
Volatility 1Y:   106.76%
Volatility 3Y:   -