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

EUWAX
2024-09-20  9:22:40 AM Chg.0.00 Bid9:45:44 AM Ask9:45:44 AM Underlying Strike price Expiration date Option type
2.67EUR 0.00% 2.67
Bid Size: 28,000		 2.68
Ask Size: 28,000		 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: 11.01
Leverage: Yes

Calculated values

Fair value: 5.48
Intrinsic value: 2.40
Implied volatility: 0.15
Historic volatility: 0.70
Parity: 2.40
Time value: 0.36
Break-even: 30.76
Moneyness: 1.09
Premium: 0.01
Premium p.a.: 0.05
Spread abs.: 0.10
Spread %: 3.76%
Delta: 0.89
Theta: 0.00
Omega: 9.82
Rho: 0.06
 

Quote data

Open: 2.67
High: 2.67
Low: 2.67
Previous Close: 2.67
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+30.88%
1 Month  
+161.76%
3 Months  
+23.61%
YTD  
+33.50%
1 Year
  -10.40%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.67 2.04
1M High / 1M Low: 2.67 0.98
6M High / 6M Low: 3.02 0.54
High (YTD): 2024-04-10 3.02
Low (YTD): 2024-07-25 0.54
52W High: 2023-11-20 3.15
52W Low: 2024-07-25 0.54
Avg. price 1W:   2.29
Avg. volume 1W:   0.00
Avg. price 1M:   1.85
Avg. volume 1M:   0.00
Avg. price 6M:   1.86
Avg. volume 6M:   0.00
Avg. price 1Y:   1.98
Avg. volume 1Y:   0.00
Volatility 1M:   203.23%
Volatility 6M:   180.47%
Volatility 1Y:   168.40%
Volatility 3Y:   -