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BNP Paribas Call 480 ASME 21.06.2.../  DE000PN2YC02  /

EUWAX
17/06/2024  10:17:57 Chg.+0.69 Bid10:37:15 Ask10:37:15 Underlying Strike price Expiration date Option type
49.84EUR +1.40% 49.59
Bid Size: 3,500		 49.63
Ask Size: 3,500		 ASML HOLDING EO -... 480.00 EUR 21/06/2024 Call
 

Master data

WKN: PN2YC0
Issuer: BNP PARIBAS
Currency: EUR
Underlying: ASML HOLDING EO -,09
Type: Warrant
Option type: Call
Strike price: 480.00 EUR
Maturity: 21/06/2024
Issue date: 05/05/2023
Last trading day: 20/06/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 1.97
Leverage: Yes

Calculated values

Fair value: 47.32
Intrinsic value: 47.30
Implied volatility: 4.55
Historic volatility: 0.30
Parity: 47.30
Time value: 1.08
Break-even: 963.80
Moneyness: 1.99
Premium: 0.01
Premium p.a.: 1.80
Spread abs.: 0.52
Spread %: 1.09%
Delta: 0.95
Theta: -5.59
Omega: 1.88
Rho: 0.05
 

Quote data

Open: 49.84
High: 49.84
Low: 49.84
Previous Close: 49.15
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.57%
1 Month  
+36.03%
3 Months  
+23.67%
YTD  
+127.37%
1 Year  
+132.35%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 50.94 47.21
1M High / 1M Low: 50.94 36.64
6M High / 6M Low: 50.94 17.41
High (YTD): 13/06/2024 50.94
Low (YTD): 05/01/2024 17.41
52W High: 13/06/2024 50.94
52W Low: 26/09/2023 10.12
Avg. price 1W:   48.83
Avg. volume 1W:   0.00
Avg. price 1M:   42.78
Avg. volume 1M:   0.00
Avg. price 6M:   35.90
Avg. volume 6M:   76.61
Avg. price 1Y:   25.73
Avg. volume 1Y:   37.40
Volatility 1M:   73.77%
Volatility 6M:   74.26%
Volatility 1Y:   78.99%
Volatility 3Y:   -