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BNP Paribas Call 30 ADEN 21.06.20.../  DE000PN2CWH6  /

EUWAX
2024-06-07  9:02:58 AM Chg.-0.010 Bid1:48:27 PM Ask1:48:27 PM Underlying Strike price Expiration date Option type
0.360EUR -2.70% 0.320
Bid Size: 91,000		 0.360
Ask Size: 91,000		 ADECCO N 30.00 CHF 2024-06-21 Call
 

Master data

WKN: PN2CWH
Issuer: BNP PARIBAS
Currency: EUR
Underlying: ADECCO N
Type: Warrant
Option type: Call
Strike price: 30.00 CHF
Maturity: 2024-06-21
Issue date: 2023-04-21
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.78
Leverage: Yes

Calculated values

Fair value: 0.33
Intrinsic value: 0.33
Implied volatility: 0.70
Historic volatility: 0.31
Parity: 0.33
Time value: 0.06
Break-even: 34.88
Moneyness: 1.11
Premium: 0.02
Premium p.a.: 0.62
Spread abs.: 0.04
Spread %: 11.43%
Delta: 0.79
Theta: -0.05
Omega: 6.94
Rho: 0.01
 

Quote data

Open: 0.360
High: 0.360
Low: 0.360
Previous Close: 0.370
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -20.00%
1 Month  
+44.00%
3 Months
  -28.00%
YTD
  -71.20%
1 Year  
+38.46%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.460 0.370
1M High / 1M Low: 0.660 0.250
6M High / 6M Low: 1.300 0.210
High (YTD): 2024-01-03 1.230
Low (YTD): 2024-04-18 0.210
52W High: 2023-12-01 1.310
52W Low: 2024-04-18 0.210
Avg. price 1W:   0.424
Avg. volume 1W:   0.000
Avg. price 1M:   0.505
Avg. volume 1M:   0.000
Avg. price 6M:   0.687
Avg. volume 6M:   0.000
Avg. price 1Y:   0.729
Avg. volume 1Y:   0.000
Volatility 1M:   203.06%
Volatility 6M:   150.91%
Volatility 1Y:   139.91%
Volatility 3Y:   -