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BNP Paribas Call 40 FIE 21.06.202.../  DE000PN7BNC7  /

Frankfurt Zert./BNP
2024-05-10  9:20:27 PM Chg.-0.040 Bid2024-05-10 Ask2024-05-10 Underlying Strike price Expiration date Option type
0.740EUR -5.13% 0.740
Bid Size: 4,400		 0.760
Ask Size: 4,400		 FIELMANN GROUP AG O.... 40.00 EUR 2024-06-21 Call
 

Master data

WKN: PN7BNC
Issuer: BNP PARIBAS
Currency: EUR
Underlying: FIELMANN GROUP AG O.N.
Type: Warrant
Option type: Call
Strike price: 40.00 EUR
Maturity: 2024-06-21
Issue date: 2023-08-16
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.18
Leverage: Yes

Calculated values

Fair value: 0.72
Intrinsic value: 0.70
Implied volatility: 0.44
Historic volatility: 0.23
Parity: 0.70
Time value: 0.06
Break-even: 47.60
Moneyness: 1.18
Premium: 0.01
Premium p.a.: 0.12
Spread abs.: 0.02
Spread %: 2.70%
Delta: 0.88
Theta: -0.02
Omega: 5.46
Rho: 0.04
 

Quote data

Open: 0.780
High: 0.790
Low: 0.740
Previous Close: 0.780
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -1.33%
1 Month  
+131.25%
3 Months  
+17.46%
YTD
  -28.85%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.790 0.720
1M High / 1M Low: 0.790 0.310
6M High / 6M Low: 1.090 0.310
High (YTD): 2024-01-15 1.000
Low (YTD): 2024-04-15 0.310
52W High: - -
52W Low: - -
Avg. price 1W:   0.752
Avg. volume 1W:   0.000
Avg. price 1M:   0.492
Avg. volume 1M:   0.000
Avg. price 6M:   0.678
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   204.90%
Volatility 6M:   130.08%
Volatility 1Y:   -
Volatility 3Y:   -