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BNP Paribas Call 2500 CMG 17.01.2.../  DE000PN2HVQ8  /

EUWAX
2024-06-10  10:12:58 AM Chg.-0.44 Bid3:02:15 PM Ask3:02:15 PM Underlying Strike price Expiration date Option type
7.53EUR -5.52% 7.55
Bid Size: 5,000		 7.61
Ask Size: 5,000		 Chipotle Mexican Gri... 2,500.00 USD 2025-01-17 Call
 

Master data

WKN: PN2HVQ
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Chipotle Mexican Grill Inc
Type: Warrant
Option type: Call
Strike price: 2,500.00 USD
Maturity: 2025-01-17
Issue date: 2023-04-25
Last trading day: 2025-01-16
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 3.89
Leverage: Yes

Calculated values

Fair value: 6.81
Intrinsic value: 6.21
Implied volatility: 0.39
Historic volatility: 0.21
Parity: 6.21
Time value: 1.35
Break-even: 3,075.37
Moneyness: 1.27
Premium: 0.05
Premium p.a.: 0.08
Spread abs.: 0.04
Spread %: 0.53%
Delta: 0.84
Theta: -0.66
Omega: 3.28
Rho: 10.44
 

Quote data

Open: 7.53
High: 7.53
Low: 7.53
Previous Close: 7.97
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.15%
1 Month
  -10.57%
3 Months  
+75.12%
YTD  
+240.72%
1 Year  
+231.72%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 7.97 6.77
1M High / 1M Low: 8.42 6.57
6M High / 6M Low: 8.42 1.86
High (YTD): 2024-05-10 8.42
Low (YTD): 2024-01-08 1.86
52W High: 2024-05-10 8.42
52W Low: 2023-10-13 0.94
Avg. price 1W:   7.24
Avg. volume 1W:   0.00
Avg. price 1M:   7.51
Avg. volume 1M:   0.00
Avg. price 6M:   4.80
Avg. volume 6M:   24.19
Avg. price 1Y:   3.21
Avg. volume 1Y:   11.81
Volatility 1M:   81.05%
Volatility 6M:   93.51%
Volatility 1Y:   98.25%
Volatility 3Y:   -