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BNP Paribas Call 40 8GM 21.06.202.../  DE000PN2AWT5  /

Frankfurt Zert./BNP
5/31/2024  9:50:30 PM Chg.+0.140 Bid9:55:18 PM Ask5/31/2024 Underlying Strike price Expiration date Option type
0.460EUR +43.75% 0.460
Bid Size: 29,000		 -
Ask Size: -		 GENERAL MOTORS D... 40.00 - 6/21/2024 Call
 

Master data

WKN: PN2AWT
Issuer: BNP PARIBAS
Currency: EUR
Underlying: GENERAL MOTORS DL-,01
Type: Warrant
Option type: Call
Strike price: 40.00 -
Maturity: 6/21/2024
Issue date: 4/19/2023
Last trading day: 6/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 10.11
Leverage: Yes

Calculated values

Fair value: 0.20
Intrinsic value: 0.15
Implied volatility: 0.86
Historic volatility: 0.26
Parity: 0.15
Time value: 0.26
Break-even: 44.10
Moneyness: 1.04
Premium: 0.06
Premium p.a.: 2.07
Spread abs.: -0.05
Spread %: -10.87%
Delta: 0.61
Theta: -0.08
Omega: 6.21
Rho: 0.01
 

Quote data

Open: 0.310
High: 0.460
Low: 0.300
Previous Close: 0.320
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+17.95%
1 Month
  -4.17%
3 Months  
+43.75%
YTD  
+170.59%
1 Year  
+48.39%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.460 0.270
1M High / 1M Low: 0.570 0.270
6M High / 6M Low: 0.600 0.090
High (YTD): 4/29/2024 0.600
Low (YTD): 1/24/2024 0.100
52W High: 4/29/2024 0.600
52W Low: 11/24/2023 0.023
Avg. price 1W:   0.346
Avg. volume 1W:   0.000
Avg. price 1M:   0.449
Avg. volume 1M:   0.000
Avg. price 6M:   0.301
Avg. volume 6M:   0.000
Avg. price 1Y:   0.269
Avg. volume 1Y:   0.000
Volatility 1M:   223.50%
Volatility 6M:   233.72%
Volatility 1Y:   222.25%
Volatility 3Y:   -