BNP Paribas Call 360 PPX 21.06.20.../  DE000PZ084N0  /

Frankfurt Zert./BNP
2024-05-29  9:20:23 PM Chg.-0.004 Bid9:41:27 PM Ask9:41:27 PM Underlying Strike price Expiration date Option type
0.003EUR -57.14% 0.002
Bid Size: 20,000
0.028
Ask Size: 20,000
KERING S.A. INH. ... 360.00 EUR 2024-06-21 Call
 

Master data

WKN: PZ084N
Issuer: BNP PARIBAS
Currency: EUR
Underlying: KERING S.A. INH. EO 4
Type: Warrant
Option type: Call
Strike price: 360.00 EUR
Maturity: 2024-06-21
Issue date: 2023-11-10
Last trading day: 2024-06-20
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: 94.61
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.28
Parity: -0.29
Time value: 0.04
Break-even: 363.50
Moneyness: 0.92
Premium: 0.10
Premium p.a.: 3.39
Spread abs.: 0.03
Spread %: 337.50%
Delta: 0.21
Theta: -0.20
Omega: 19.66
Rho: 0.04
 

Quote data

Open: 0.005
High: 0.005
Low: 0.002
Previous Close: 0.007
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -70.00%
1 Month
  -91.67%
3 Months
  -99.58%
YTD
  -99.47%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.012 0.007
1M High / 1M Low: 0.043 0.007
6M High / 6M Low: 0.830 0.007
High (YTD): 2024-02-22 0.830
Low (YTD): 2024-05-28 0.007
52W High: - -
52W Low: - -
Avg. price 1W:   0.010
Avg. volume 1W:   0.000
Avg. price 1M:   0.025
Avg. volume 1M:   0.000
Avg. price 6M:   0.378
Avg. volume 6M:   1,854.839
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   415.34%
Volatility 6M:   309.37%
Volatility 1Y:   -
Volatility 3Y:   -