BNP Paribas Call 45 FIE 21.06.202.../  DE000PN7BNE3  /

Frankfurt Zert./BNP
2024-05-13  7:20:24 PM Chg.-0.040 Bid2024-05-13 Ask2024-05-13 Underlying Strike price Expiration date Option type
0.260EUR -13.33% 0.260
Bid Size: 10,000
0.270
Ask Size: 10,000
FIELMANN GROUP AG O.... 45.00 EUR 2024-06-21 Call
 

Master data

WKN: PN7BNE
Issuer: BNP PARIBAS
Currency: EUR
Underlying: FIELMANN GROUP AG O.N.
Type: Warrant
Option type: Call
Strike price: 45.00 EUR
Maturity: 2024-06-21
Issue date: 2023-08-16
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 15.67
Leverage: Yes

Calculated values

Fair value: 0.27
Intrinsic value: 0.20
Implied volatility: 0.28
Historic volatility: 0.23
Parity: 0.20
Time value: 0.10
Break-even: 48.00
Moneyness: 1.04
Premium: 0.02
Premium p.a.: 0.22
Spread abs.: 0.01
Spread %: 3.45%
Delta: 0.71
Theta: -0.02
Omega: 11.17
Rho: 0.03
 

Quote data

Open: 0.290
High: 0.290
Low: 0.240
Previous Close: 0.300
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -25.71%
1 Month  
+251.35%
3 Months  
+8.33%
YTD
  -59.38%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.350 0.280
1M High / 1M Low: 0.350 0.069
6M High / 6M Low: 0.680 0.067
High (YTD): 2024-01-15 0.590
Low (YTD): 2024-04-04 0.067
52W High: - -
52W Low: - -
Avg. price 1W:   0.310
Avg. volume 1W:   0.000
Avg. price 1M:   0.161
Avg. volume 1M:   0.000
Avg. price 6M:   0.336
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   536.33%
Volatility 6M:   268.95%
Volatility 1Y:   -
Volatility 3Y:   -