BNP Paribas Call 40 MOR 20.12.2024
/ DE000PN4ZEH1
BNP Paribas Call 40 MOR 20.12.202.../ DE000PN4ZEH1 /
| 2024-05-10 9:20:19 PM |
Chg.0.000 |
Bid2024-05-10 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.020EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
MORPHOSYS AG O.N. |
40.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
PN4ZEH |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
MORPHOSYS AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-06-20 |
| Last trading day: |
2024-05-13 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.19 |
| Intrinsic value: |
2.79 |
| Implied volatility: |
0.61 |
| Historic volatility: |
0.79 |
| Parity: |
2.79 |
| Time value: |
0.24 |
| Break-even: |
70.20 |
| Moneyness: |
1.70 |
| Premium: |
0.03 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.92 |
| Theta: |
-0.01 |
| Omega: |
2.07 |
| Rho: |
0.19 |
Quote data
| Open: |
3.000 |
| High: |
3.040 |
| Low: |
3.000 |
| Previous Close: |
3.020 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.67% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
+13.53% |
| YTD |
|
|
+259.52% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.020 |
3.000 |
| 1M High / 1M Low: |
3.080 |
2.840 |
| 6M High / 6M Low: |
3.080 |
0.007 |
| High (YTD): |
2024-04-26 |
3.080 |
| Low (YTD): |
2024-01-12 |
0.620 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.013 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.009 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.844 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
31.69% |
| Volatility 6M: |
|
1,369.06% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
