BNP Paribas Call 40 RNL 21.06.202.../  DE000PZ1A415  /

EUWAX
2024-05-10  9:50:07 AM Chg.- Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.820EUR - -
Bid Size: -
-
Ask Size: -
RENAULT INH. EO... 40.00 - 2024-06-21 Call
 

Master data

WKN: PZ1A41
Issuer: BNP PARIBAS
Currency: EUR
Underlying: RENAULT INH. EO 3,81
Type: Warrant
Option type: Call
Strike price: 40.00 -
Maturity: 2024-06-21
Issue date: 2023-11-13
Last trading day: 2024-05-13
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.09
Leverage: Yes

Calculated values

Fair value: 1.37
Intrinsic value: 1.36
Implied volatility: -
Historic volatility: 0.29
Parity: 1.36
Time value: -0.48
Break-even: 48.80
Moneyness: 1.34
Premium: -0.09
Premium p.a.: -0.82
Spread abs.: 0.04
Spread %: 4.76%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 0.820
High: 0.820
Low: 0.820
Previous Close: 0.870
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -14.58%
3 Months  
+256.52%
YTD  
+272.73%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.870 0.720
6M High / 6M Low: 1.140 0.069
High (YTD): 2024-04-12 1.140
Low (YTD): 2024-01-17 0.069
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.809
Avg. volume 1M:   0.000
Avg. price 6M:   0.412
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   103.36%
Volatility 6M:   272.31%
Volatility 1Y:   -
Volatility 3Y:   -