BNP Paribas Call 40 MOR 20.12.2024
/ DE000PN4ZEH1
BNP Paribas Call 40 MOR 20.12.202.../ DE000PN4ZEH1 /
| 5/10/2024 6:14:18 PM |
Chg.- |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.02EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
MORPHOSYS AG O.N. |
40.00 - |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
6/20/2023 |
| Last trading day: |
5/13/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.19 |
| Intrinsic value: |
2.80 |
| Implied volatility: |
0.60 |
| Historic volatility: |
0.79 |
| Parity: |
2.80 |
| Time value: |
0.23 |
| 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: |
2.08 |
| Rho: |
0.19 |
Quote data
| Open: |
3.00 |
| High: |
3.03 |
| Low: |
3.00 |
| Previous Close: |
3.02 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
+14.39% |
| YTD |
|
|
+255.29% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.02 |
3.02 |
| 1M High / 1M Low: |
3.08 |
2.86 |
| 6M High / 6M Low: |
3.08 |
0.01 |
| High (YTD): |
4/26/2024 |
3.08 |
| Low (YTD): |
1/12/2024 |
0.60 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.02 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.02 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.85 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
30.67% |
| Volatility 6M: |
|
2,688.01% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
