BNP Paribas Call 35 MOR 20.12.2024
/ DE000PN4ZEF5
BNP Paribas Call 35 MOR 20.12.202.../ DE000PN4ZEF5 /
2024-05-15 11:05:51 AM |
Chg.-0.01 |
Bid11:23:18 AM |
Ask11:23:18 AM |
Underlying |
Strike price |
Expiration date |
Option type |
3.48EUR |
-0.29% |
3.47 Bid Size: 12,250 |
- Ask Size: - |
MORPHOSYS AG O.N. |
35.00 EUR |
2024-12-20 |
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: |
2024-12-20 |
Issue date: |
2023-06-20 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
1.94 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.56 |
Intrinsic value: |
3.29 |
Implied volatility: |
0.70 |
Historic volatility: |
0.79 |
Parity: |
3.29 |
Time value: |
0.21 |
Break-even: |
69.90 |
Moneyness: |
1.94 |
Premium: |
0.03 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.94 |
Theta: |
-0.01 |
Omega: |
1.82 |
Rho: |
0.17 |
Quote data
Open: |
3.49 |
High: |
3.49 |
Low: |
3.48 |
Previous Close: |
3.49 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+2.65% |
1 Month |
|
|
+1.75% |
3 Months |
|
|
+12.99% |
YTD |
|
|
+251.52% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.49 |
3.39 |
1M High / 1M Low: |
3.49 |
3.24 |
6M High / 6M Low: |
3.49 |
0.03 |
High (YTD): |
2024-05-14 |
3.49 |
Low (YTD): |
2024-01-12 |
0.72 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.43 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.41 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
2.14 |
Avg. volume 6M: |
|
189.52 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
25.79% |
Volatility 6M: |
|
435.52% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |