BNP Paribas Call 35 MOR 20.12.2024
/ DE000PN4ZEF5
BNP Paribas Call 35 MOR 20.12.202.../ DE000PN4ZEF5 /
05/06/2024 09:20:42 |
Chg.+0.070 |
Bid05/06/2024 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
3.470EUR |
+2.06% |
3.470 Bid Size: 12,000 |
- Ask Size: - |
MORPHOSYS AG O.N. |
35.00 EUR |
20/12/2024 |
Call |
Master data
WKN: |
PN4ZEF |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
MORPHOSYS AG O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
35.00 EUR |
Maturity: |
20/12/2024 |
Issue date: |
20/06/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
1.97 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.59 |
Intrinsic value: |
3.37 |
Implied volatility: |
0.60 |
Historic volatility: |
0.79 |
Parity: |
3.37 |
Time value: |
0.13 |
Break-even: |
69.90 |
Moneyness: |
1.96 |
Premium: |
0.02 |
Premium p.a.: |
0.03 |
Spread abs.: |
-0.04 |
Spread %: |
-1.13% |
Delta: |
0.96 |
Theta: |
-0.01 |
Omega: |
1.89 |
Rho: |
0.17 |
Quote data
Open: |
3.420 |
High: |
3.470 |
Low: |
3.420 |
Previous Close: |
3.400 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-0.57% |
1 Month |
|
|
+2.97% |
3 Months |
|
|
+13.40% |
YTD |
|
|
+254.08% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.490 |
3.400 |
1M High / 1M Low: |
3.660 |
3.380 |
6M High / 6M Low: |
3.660 |
0.440 |
High (YTD): |
17/05/2024 |
3.660 |
Low (YTD): |
12/01/2024 |
0.730 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.466 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.468 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.512 |
Avg. volume 6M: |
|
416 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
24.61% |
Volatility 6M: |
|
201.55% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |