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BNP Paribas Call 55 DOW 21.06.202.../  DE000PN33DJ2  /

Frankfurt Zert./BNP
6/7/2024  9:50:29 PM Chg.-0.010 Bid9:59:49 PM Ask9:59:49 PM Underlying Strike price Expiration date Option type
0.120EUR -7.69% 0.130
Bid Size: 10,000		 0.140
Ask Size: 10,000		 Dow Inc 55.00 USD 6/21/2024 Call
 

Master data

WKN: PN33DJ
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Dow Inc
Type: Warrant
Option type: Call
Strike price: 55.00 USD
Maturity: 6/21/2024
Issue date: 5/31/2023
Last trading day: 6/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 36.85
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.07
Implied volatility: 0.26
Historic volatility: 0.17
Parity: 0.07
Time value: 0.07
Break-even: 52.32
Moneyness: 1.01
Premium: 0.01
Premium p.a.: 0.48
Spread abs.: 0.01
Spread %: 7.69%
Delta: 0.63
Theta: -0.04
Omega: 23.12
Rho: 0.01
 

Quote data

Open: 0.130
High: 0.160
Low: 0.110
Previous Close: 0.130
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -55.56%
1 Month
  -73.33%
3 Months
  -69.23%
YTD
  -66.67%
1 Year
  -71.43%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.170 0.120
1M High / 1M Low: 0.460 0.120
6M High / 6M Low: 0.570 0.120
High (YTD): 4/3/2024 0.570
Low (YTD): 6/7/2024 0.120
52W High: 4/3/2024 0.570
52W Low: 6/7/2024 0.120
Avg. price 1W:   0.136
Avg. volume 1W:   0.000
Avg. price 1M:   0.287
Avg. volume 1M:   0.000
Avg. price 6M:   0.324
Avg. volume 6M:   0.000
Avg. price 1Y:   0.339
Avg. volume 1Y:   0.000
Volatility 1M:   277.57%
Volatility 6M:   203.94%
Volatility 1Y:   168.03%
Volatility 3Y:   -