OverviewChartNewsTraderScreen

BNP Paribas Call 46 FRA 21.06.202.../  DE000PN4ZAJ5  /

Frankfurt Zert./BNP
2024-06-04  10:20:50 AM Chg.-0.050 Bid10:56:14 AM Ask10:56:14 AM Underlying Strike price Expiration date Option type
0.710EUR -6.58% 0.680
Bid Size: 9,500		 0.720
Ask Size: 9,500		 FRAPORT AG FFM.AIRPO... 46.00 EUR 2024-06-21 Call
 

Master data

WKN: PN4ZAJ
Issuer: BNP PARIBAS
Currency: EUR
Underlying: FRAPORT AG FFM.AIRPORT
Type: Warrant
Option type: Call
Strike price: 46.00 EUR
Maturity: 2024-06-21
Issue date: 2023-06-20
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.55
Leverage: Yes

Calculated values

Fair value: 0.78
Intrinsic value: 0.77
Implied volatility: 0.63
Historic volatility: 0.28
Parity: 0.77
Time value: 0.05
Break-even: 54.20
Moneyness: 1.17
Premium: 0.01
Premium p.a.: 0.22
Spread abs.: 0.05
Spread %: 6.49%
Delta: 0.89
Theta: -0.04
Omega: 5.82
Rho: 0.02
 

Quote data

Open: 0.760
High: 0.770
Low: 0.710
Previous Close: 0.760
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+31.48%
1 Month  
+86.84%
3 Months  
+12.70%
YTD
  -36.61%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.760 0.540
1M High / 1M Low: 0.760 0.310
6M High / 6M Low: 1.300 0.240
High (YTD): 2024-01-10 1.160
Low (YTD): 2024-04-16 0.240
52W High: - -
52W Low: - -
Avg. price 1W:   0.648
Avg. volume 1W:   0.000
Avg. price 1M:   0.549
Avg. volume 1M:   0.000
Avg. price 6M:   0.751
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   262.77%
Volatility 6M:   163.05%
Volatility 1Y:   -
Volatility 3Y:   -