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BNP Paribas Call 250 AP3 20.12.20.../  DE000PN3Y2Q6  /

Frankfurt Zert./BNP
2024-06-07  9:50:39 PM Chg.+0.830 Bid9:59:51 PM Ask9:59:51 PM Underlying Strike price Expiration date Option type
3.960EUR +26.52% 3.880
Bid Size: 1,600		 3.910
Ask Size: 1,600		 AIR PROD. CHEM. ... 250.00 - 2024-12-20 Call
 

Master data

WKN: PN3Y2Q
Issuer: BNP PARIBAS
Currency: EUR
Underlying: AIR PROD. CHEM. DL 1
Type: Warrant
Option type: Call
Strike price: 250.00 -
Maturity: 2024-12-20
Issue date: 2023-05-25
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.62
Leverage: Yes

Calculated values

Fair value: 2.61
Intrinsic value: 0.88
Implied volatility: 0.43
Historic volatility: 0.25
Parity: 0.88
Time value: 3.03
Break-even: 289.10
Moneyness: 1.04
Premium: 0.12
Premium p.a.: 0.23
Spread abs.: 0.03
Spread %: 0.77%
Delta: 0.63
Theta: -0.09
Omega: 4.16
Rho: 0.66
 

Quote data

Open: 3.150
High: 3.960
Low: 3.070
Previous Close: 3.130
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+38.46%
1 Month  
+102.04%
3 Months  
+94.12%
YTD
  -8.12%
1 Year
  -31.61%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.960 3.130
1M High / 1M Low: 3.960 1.960
6M High / 6M Low: 4.310 1.010
High (YTD): 2024-01-02 4.300
Low (YTD): 2024-02-07 1.010
52W High: 2023-09-14 7.150
52W Low: 2024-02-07 1.010
Avg. price 1W:   3.324
Avg. volume 1W:   0.000
Avg. price 1M:   2.711
Avg. volume 1M:   0.000
Avg. price 6M:   2.532
Avg. volume 6M:   0.000
Avg. price 1Y:   4.169
Avg. volume 1Y:   0.000
Volatility 1M:   129.75%
Volatility 6M:   141.09%
Volatility 1Y:   117.20%
Volatility 3Y:   -