BNP Paribas Call 28 DHER 20.12.20.../  DE000PN5LS48  /

Frankfurt Zert./BNP
2024-06-14  9:20:27 PM Chg.-0.100 Bid9:48:50 PM Ask9:48:50 PM Underlying Strike price Expiration date Option type
2.290EUR -4.18% 2.280
Bid Size: 8,000
2.370
Ask Size: 8,000
DELIVERY HERO SE NA ... 28.00 - 2024-12-20 Call
 

Master data

WKN: PN5LS4
Issuer: BNP PARIBAS
Currency: EUR
Underlying: DELIVERY HERO SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 28.00 -
Maturity: 2024-12-20
Issue date: 2023-07-03
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: European
Quanto: -
Gearing: 11.75
Leverage: Yes

Calculated values

Fair value: 5.56
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.69
Parity: -0.16
Time value: 2.37
Break-even: 30.37
Moneyness: 0.99
Premium: 0.09
Premium p.a.: 0.18
Spread abs.: 0.09
Spread %: 3.95%
Delta: 0.57
Theta: -0.01
Omega: 6.64
Rho: 0.07
 

Quote data

Open: 2.410
High: 2.410
Low: 2.280
Previous Close: 2.390
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -4.18%
1 Month
  -16.73%
3 Months  
+17.44%
YTD  
+12.81%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.470 2.290
1M High / 1M Low: 2.890 2.270
6M High / 6M Low: 3.030 0.790
High (YTD): 2024-04-10 3.030
Low (YTD): 2024-02-02 0.790
52W High: - -
52W Low: - -
Avg. price 1W:   2.380
Avg. volume 1W:   0.000
Avg. price 1M:   2.517
Avg. volume 1M:   0.000
Avg. price 6M:   2.023
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   67.85%
Volatility 6M:   169.03%
Volatility 1Y:   -
Volatility 3Y:   -