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BNP Paribas Call 2500 CMG 20.12.2.../  DE000PN2HVM7  /

Frankfurt Zert./BNP
2024-06-17  7:50:31 PM Chg.+0.900 Bid7:55:42 PM Ask7:55:42 PM Underlying Strike price Expiration date Option type
9.220EUR +10.82% 9.200
Bid Size: 10,000		 9.230
Ask Size: 10,000		 Chipotle Mexican Gri... 2,500.00 USD 2024-12-20 Call
 

Master data

WKN: PN2HVM
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Chipotle Mexican Grill Inc
Type: Warrant
Option type: Call
Strike price: 2,500.00 USD
Maturity: 2024-12-20
Issue date: 2023-04-25
Last trading day: 2024-12-19
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 3.63
Leverage: Yes

Calculated values

Fair value: 7.68
Intrinsic value: 7.21
Implied volatility: 0.44
Historic volatility: 0.21
Parity: 7.21
Time value: 1.21
Break-even: 3,177.87
Moneyness: 1.31
Premium: 0.04
Premium p.a.: 0.08
Spread abs.: 0.03
Spread %: 0.36%
Delta: 0.86
Theta: -0.75
Omega: 3.12
Rho: 9.10
 

Quote data

Open: 8.450
High: 9.310
Low: 8.450
Previous Close: 8.320
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+31.15%
1 Month  
+20.52%
3 Months  
+101.31%
YTD  
+347.57%
1 Year  
+343.27%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 8.320 7.020
1M High / 1M Low: 8.320 6.470
6M High / 6M Low: 8.320 1.760
High (YTD): 2024-06-14 8.320
Low (YTD): 2024-01-05 1.760
52W High: 2024-06-14 8.320
52W Low: 2023-10-13 0.840
Avg. price 1W:   7.612
Avg. volume 1W:   0.000
Avg. price 1M:   7.263
Avg. volume 1M:   0.000
Avg. price 6M:   4.863
Avg. volume 6M:   0.000
Avg. price 1Y:   3.180
Avg. volume 1Y:   0.000
Volatility 1M:   77.54%
Volatility 6M:   92.74%
Volatility 1Y:   104.63%
Volatility 3Y:   -