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BNP Paribas Call 40 EUZ 20.12.202.../  DE000PN7DBT2  /

Frankfurt Zert./BNP
2024-06-04  10:21:06 AM Chg.+0.110 Bid10:29:35 AM Ask10:29:35 AM Underlying Strike price Expiration date Option type
1.070EUR +11.46% 1.070
Bid Size: 8,900		 1.090
Ask Size: 8,900		 ECKERT+ZIEGLER INH ... 40.00 - 2024-12-20 Call
 

Master data

WKN: PN7DBT
Issuer: BNP PARIBAS
Currency: EUR
Underlying: ECKERT+ZIEGLER INH O.N.
Type: Warrant
Option type: Call
Strike price: 40.00 -
Maturity: 2024-12-20
Issue date: 2023-08-16
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.74
Leverage: Yes

Calculated values

Fair value: 0.94
Intrinsic value: 0.65
Implied volatility: 0.43
Historic volatility: 0.39
Parity: 0.65
Time value: 0.33
Break-even: 49.80
Moneyness: 1.16
Premium: 0.07
Premium p.a.: 0.14
Spread abs.: 0.02
Spread %: 2.08%
Delta: 0.76
Theta: -0.01
Omega: 3.58
Rho: 0.14
 

Quote data

Open: 0.980
High: 1.070
Low: 0.980
Previous Close: 0.960
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+22.99%
1 Month  
+109.80%
3 Months  
+46.58%
YTD  
+28.92%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.960 0.820
1M High / 1M Low: 1.050 0.560
6M High / 6M Low: 1.150 0.270
High (YTD): 2024-01-31 1.150
Low (YTD): 2024-04-19 0.270
52W High: - -
52W Low: - -
Avg. price 1W:   0.894
Avg. volume 1W:   0.000
Avg. price 1M:   0.842
Avg. volume 1M:   10.476
Avg. price 6M:   0.712
Avg. volume 6M:   9.120
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   184.41%
Volatility 6M:   175.99%
Volatility 1Y:   -
Volatility 3Y:   -