BNP Paribas Call 30 MOR 20.12.2024
/ DE000PN4ZED0
BNP Paribas Call 30 MOR 20.12.202.../ DE000PN4ZED0 /
| 2024-05-15 12:20:51 PM |
Chg.-0.030 |
Bid1:02:05 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.870EUR |
-0.77% |
3.870
Bid Size: 12,000 |
-
Ask Size: - |
MORPHOSYS AG O.N. |
30.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
PN4ZED |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
MORPHOSYS AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
30.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-06-20 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
1.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.96 |
| Intrinsic value: |
3.79 |
| Implied volatility: |
0.66 |
| Historic volatility: |
0.79 |
| Parity: |
3.79 |
| Time value: |
0.12 |
| Break-even: |
69.00 |
| Moneyness: |
2.26 |
| Premium: |
0.02 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.97 |
| Theta: |
-0.01 |
| Omega: |
1.69 |
| Rho: |
0.16 |
Quote data
| Open: |
3.890 |
| High: |
3.900 |
| Low: |
3.870 |
| Previous Close: |
3.900 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.38% |
| 1 Month |
|
|
+0.78% |
| 3 Months |
|
|
+9.63% |
| YTD |
|
|
+222.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.900 |
3.780 |
| 1M High / 1M Low: |
3.900 |
3.620 |
| 6M High / 6M Low: |
3.900 |
0.079 |
| High (YTD): |
2024-05-14 |
3.900 |
| Low (YTD): |
2024-01-12 |
0.930 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.818 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.805 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.467 |
| Avg. volume 6M: |
|
8.065 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
26.33% |
| Volatility 6M: |
|
283.61% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
