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

Frankfurt Zert./BNP
2024-06-14  11:21:09 AM Chg.-0.020 Bid11:45:32 AM Ask11:45:32 AM Underlying Strike price Expiration date Option type
0.920EUR -2.13% 0.880
Bid Size: 9,400		 0.900
Ask Size: 9,400		 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: 4.77
Leverage: Yes

Calculated values

Fair value: 0.88
Intrinsic value: 0.58
Implied volatility: 0.47
Historic volatility: 0.39
Parity: 0.58
Time value: 0.38
Break-even: 49.60
Moneyness: 1.15
Premium: 0.08
Premium p.a.: 0.17
Spread abs.: 0.02
Spread %: 2.13%
Delta: 0.73
Theta: -0.02
Omega: 3.50
Rho: 0.12
 

Quote data

Open: 0.950
High: 0.950
Low: 0.920
Previous Close: 0.940
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -17.86%
1 Month  
+10.84%
3 Months  
+76.92%
YTD  
+10.84%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.120 0.940
1M High / 1M Low: 1.150 0.820
6M High / 6M Low: 1.150 0.270
High (YTD): 2024-06-04 1.150
Low (YTD): 2024-04-19 0.270
52W High: - -
52W Low: - -
Avg. price 1W:   1.066
Avg. volume 1W:   116
Avg. price 1M:   0.998
Avg. volume 1M:   48.696
Avg. price 6M:   0.744
Avg. volume 6M:   16.320
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   132.93%
Volatility 6M:   177.60%
Volatility 1Y:   -
Volatility 3Y:   -