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BNP Paribas Call 400 ASME 20.12.2.../  DE000PF9RT27  /

Frankfurt Zert./BNP
18/06/2024  18:21:09 Chg.+0.160 Bid18:51:48 Ask18:37:53 Underlying Strike price Expiration date Option type
5.960EUR +2.76% 5.960
Bid Size: 7,000		 -
Ask Size: -		 ASML HOLDING EO -... 400.00 - 20/12/2024 Call
 

Master data

WKN: PF9RT2
Issuer: BNP PARIBAS
Currency: EUR
Underlying: ASML HOLDING EO -,09
Type: Warrant
Option type: Call
Strike price: 400.00 -
Maturity: 20/12/2024
Issue date: 07/05/2021
Last trading day: 19/12/2024
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: 1.65
Leverage: Yes

Calculated values

Fair value: 5.77
Intrinsic value: 5.69
Implied volatility: 0.88
Historic volatility: 0.30
Parity: 5.69
Time value: 0.20
Break-even: 989.00
Moneyness: 2.42
Premium: 0.02
Premium p.a.: 0.04
Spread abs.: 0.07
Spread %: 1.20%
Delta: 0.96
Theta: -0.17
Omega: 1.58
Rho: 1.73
 

Quote data

Open: 5.860
High: 5.960
Low: 5.760
Previous Close: 5.800
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+4.93%
1 Month  
+30.13%
3 Months  
+24.95%
YTD  
+98.01%
1 Year  
+107.67%
3 Years  
+183.81%
5 Years     -
10 Years     -
1W High / 1W Low: 5.950 5.650
1M High / 1M Low: 5.950 4.560
6M High / 6M Low: 5.950 2.590
High (YTD): 12/06/2024 5.950
Low (YTD): 05/01/2024 2.590
52W High: 12/06/2024 5.950
52W Low: 26/09/2023 1.720
Avg. price 1W:   5.782
Avg. volume 1W:   0.000
Avg. price 1M:   5.203
Avg. volume 1M:   0.000
Avg. price 6M:   4.452
Avg. volume 6M:   28
Avg. price 1Y:   3.390
Avg. volume 1Y:   13.725
Volatility 1M:   73.13%
Volatility 6M:   65.88%
Volatility 1Y:   64.17%
Volatility 3Y:   79.11%