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BNP Paribas Call 35 FIE 20.09.202.../  DE000PN8UCE4  /

Frankfurt Zert./BNP
2024-06-17  2:20:57 PM Chg.+0.030 Bid2:25:37 PM Ask2:25:37 PM Underlying Strike price Expiration date Option type
0.840EUR +3.70% 0.830
Bid Size: 24,200		 0.850
Ask Size: 24,200		 FIELMANN GROUP AG O.... 35.00 EUR 2024-09-20 Call
 

Master data

WKN: PN8UCE
Issuer: BNP PARIBAS
Currency: EUR
Underlying: FIELMANN GROUP AG O.N.
Type: Warrant
Option type: Call
Strike price: 35.00 EUR
Maturity: 2024-09-20
Issue date: 2023-09-26
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.16
Leverage: Yes

Calculated values

Fair value: 0.82
Intrinsic value: 0.79
Implied volatility: 0.26
Historic volatility: 0.23
Parity: 0.79
Time value: 0.05
Break-even: 43.30
Moneyness: 1.22
Premium: 0.01
Premium p.a.: 0.04
Spread abs.: 0.02
Spread %: 2.47%
Delta: 0.95
Theta: -0.01
Omega: 4.91
Rho: 0.08
 

Quote data

Open: 0.810
High: 0.840
Low: 0.800
Previous Close: 0.810
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -7.69%
1 Month
  -30.00%
3 Months
  -2.33%
YTD
  -44.74%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.910 0.810
1M High / 1M Low: 1.210 0.810
6M High / 6M Low: 1.560 0.770
High (YTD): 2024-01-22 1.480
Low (YTD): 2024-04-16 0.770
52W High: - -
52W Low: - -
Avg. price 1W:   0.864
Avg. volume 1W:   0.000
Avg. price 1M:   0.960
Avg. volume 1M:   0.000
Avg. price 6M:   1.076
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   62.30%
Volatility 6M:   74.77%
Volatility 1Y:   -
Volatility 3Y:   -