BNP Paribas Call 44 FRA 21.06.2024
/ DE000PN4ZAH9
BNP Paribas Call 44 FRA 21.06.202.../ DE000PN4ZAH9 /
| 28/05/2024 11:06:15 |
Chg.+0.030 |
Bid22:00:42 |
Ask22:00:42 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.880EUR |
+3.53% |
-
Bid Size: - |
-
Ask Size: - |
FRAPORT AG FFM.AIRPO... |
44.00 EUR |
21/06/2024 |
Call |
Master data
| WKN: |
PN4ZAH |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
FRAPORT AG FFM.AIRPORT |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
44.00 EUR |
| Maturity: |
21/06/2024 |
| Issue date: |
20/06/2023 |
| Last trading day: |
20/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.85 |
| Intrinsic value: |
0.84 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.28 |
| Parity: |
0.84 |
| Time value: |
0.05 |
| Break-even: |
52.80 |
| Moneyness: |
1.19 |
| Premium: |
0.01 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.03 |
| Spread %: |
3.53% |
| Delta: |
0.91 |
| Theta: |
-0.03 |
| Omega: |
5.39 |
| Rho: |
0.03 |
Quote data
| Open: |
0.850 |
| High: |
0.880 |
| Low: |
0.850 |
| Previous Close: |
0.850 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.92% |
| 1 Month |
|
|
+76.00% |
| 3 Months |
|
|
0.00% |
| YTD |
|
|
-31.25% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.880 |
0.680 |
| 1M High / 1M Low: |
0.900 |
0.450 |
| 6M High / 6M Low: |
1.470 |
0.340 |
| High (YTD): |
10/01/2024 |
1.330 |
| Low (YTD): |
16/04/2024 |
0.340 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.778 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.667 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.918 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
210.57% |
| Volatility 6M: |
|
141.11% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
