BNP Paribas Call 30 MOR 20.12.2024
/ DE000PN4ZED0
BNP Paribas Call 30 MOR 20.12.202.../ DE000PN4ZED0 /
| 15/05/2024 14:06:12 |
Chg.-0.03 |
Bid15:04:39 |
Ask15:04:39 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.86EUR |
-0.77% |
3.87
Bid Size: 12,000 |
-
Ask Size: - |
MORPHOSYS AG O.N. |
30.00 EUR |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
20/06/2023 |
| Last trading day: |
19/12/2024 |
| 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: |
3.89 |
| High: |
3.89 |
| Low: |
3.86 |
| Previous Close: |
3.89 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.85% |
| 1 Month |
|
|
+0.52% |
| 3 Months |
|
|
+9.66% |
| YTD |
|
|
+216.39% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.89 |
3.79 |
| 1M High / 1M Low: |
3.89 |
3.63 |
| 6M High / 6M Low: |
3.89 |
0.08 |
| High (YTD): |
14/05/2024 |
3.89 |
| Low (YTD): |
12/01/2024 |
0.91 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.83 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.81 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.46 |
| Avg. volume 6M: |
|
12.10 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
24.66% |
| Volatility 6M: |
|
288.40% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
