BNP Paribas Call 450 PPX 20.12.20.../  DE000PN7DKK2  /

EUWAX
6/12/2024  8:25:04 AM Chg.-0.006 Bid9:01:36 AM Ask9:01:36 AM Underlying Strike price Expiration date Option type
0.024EUR -20.00% 0.022
Bid Size: 100,000
-
Ask Size: -
KERING S.A. INH. ... 450.00 EUR 12/20/2024 Call
 

Master data

WKN: PN7DKK
Issuer: BNP PARIBAS
Currency: EUR
Underlying: KERING S.A. INH. EO 4
Type: Warrant
Option type: Call
Strike price: 450.00 EUR
Maturity: 12/20/2024
Issue date: 8/16/2023
Last trading day: 12/19/2024
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: 58.56
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.28
Parity: -1.22
Time value: 0.06
Break-even: 455.60
Moneyness: 0.73
Premium: 0.39
Premium p.a.: 0.87
Spread abs.: 0.03
Spread %: 86.67%
Delta: 0.15
Theta: -0.05
Omega: 8.57
Rho: 0.22
 

Quote data

Open: 0.024
High: 0.024
Low: 0.024
Previous Close: 0.030
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.69%
1 Month
  -47.83%
3 Months
  -92.26%
YTD
  -90.77%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.030 0.026
1M High / 1M Low: 0.050 0.024
6M High / 6M Low: 0.410 0.024
High (YTD): 2/23/2024 0.410
Low (YTD): 5/31/2024 0.024
52W High: - -
52W Low: - -
Avg. price 1W:   0.027
Avg. volume 1W:   0.000
Avg. price 1M:   0.035
Avg. volume 1M:   0.000
Avg. price 6M:   0.169
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   188.35%
Volatility 6M:   206.64%
Volatility 1Y:   -
Volatility 3Y:   -