BNP Paribas Call 48 GM 21.06.2024/  DE000PN5A7N8  /

EUWAX
6/13/2024  1:46:52 PM Chg.0.000 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.090EUR 0.00% -
Bid Size: -
-
Ask Size: -
General Motors Compa... 48.00 USD 6/21/2024 Call
 

Master data

WKN: PN5A7N
Issuer: BNP PARIBAS
Currency: EUR
Underlying: General Motors Company
Type: Warrant
Option type: Call
Strike price: 48.00 USD
Maturity: 6/21/2024
Issue date: 6/27/2023
Last trading day: 6/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 34.76
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.08
Implied volatility: 0.31
Historic volatility: 0.26
Parity: 0.08
Time value: 0.05
Break-even: 45.69
Moneyness: 1.02
Premium: 0.01
Premium p.a.: 0.66
Spread abs.: 0.01
Spread %: 8.33%
Delta: 0.67
Theta: -0.05
Omega: 23.13
Rho: 0.01
 

Quote data

Open: 0.120
High: 0.120
Low: 0.090
Previous Close: 0.090
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+650.00%
1 Month  
+157.14%
3 Months  
+150.00%
YTD  
+143.24%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.100 0.010
1M High / 1M Low: 0.100 0.001
6M High / 6M Low: 0.140 0.001
High (YTD): 4/4/2024 0.140
Low (YTD): 5/30/2024 0.001
52W High: - -
52W Low: - -
Avg. price 1W:   0.060
Avg. volume 1W:   0.000
Avg. price 1M:   0.025
Avg. volume 1M:   0.000
Avg. price 6M:   0.047
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   3,641.83%
Volatility 6M:   1,585.00%
Volatility 1Y:   -
Volatility 3Y:   -