BNP Paribas Call 35 MOR 20.12.2024
/ DE000PN4ZEF5
BNP Paribas Call 35 MOR 20.12.202.../ DE000PN4ZEF5 /
| 5/29/2024 1:20:49 PM |
Chg.+0.010 |
Bid5/29/2024 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.470EUR |
+0.29% |
3.470
Bid Size: 12,000 |
-
Ask Size: - |
MORPHOSYS AG O.N. |
35.00 EUR |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
6/20/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
1.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.53 |
| Intrinsic value: |
3.29 |
| Implied volatility: |
0.68 |
| Historic volatility: |
0.79 |
| Parity: |
3.29 |
| Time value: |
0.18 |
| Break-even: |
69.60 |
| Moneyness: |
1.94 |
| Premium: |
0.03 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
-0.01 |
| Spread %: |
-0.29% |
| Delta: |
0.94 |
| Theta: |
-0.01 |
| Omega: |
1.85 |
| Rho: |
0.17 |
Quote data
| Open: |
3.460 |
| High: |
3.470 |
| Low: |
3.460 |
| Previous Close: |
3.460 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.57% |
| 1 Month |
|
|
+7.76% |
| 3 Months |
|
|
+13.77% |
| YTD |
|
|
+254.08% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.490 |
3.460 |
| 1M High / 1M Low: |
3.660 |
3.220 |
| 6M High / 6M Low: |
3.660 |
0.230 |
| High (YTD): |
5/17/2024 |
3.660 |
| Low (YTD): |
1/12/2024 |
0.730 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.480 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.436 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.404 |
| Avg. volume 6M: |
|
419.355 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
23.79% |
| Volatility 6M: |
|
220.78% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
