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BNP Paribas Call 56 FRA 21.06.202.../  DE000PN4ZAM9  /

Frankfurt Zert./BNP
31/05/2024  10:20:53 Chg.-0.013 Bid11:07:30 Ask11:07:30 Underlying Strike price Expiration date Option type
0.016EUR -44.83% 0.017
Bid Size: 30,000		 0.037
Ask Size: 30,000		 FRAPORT AG FFM.AIRPO... 56.00 EUR 21/06/2024 Call
 

Master data

WKN: PN4ZAM
Issuer: BNP PARIBAS
Currency: EUR
Underlying: FRAPORT AG FFM.AIRPORT
Type: Warrant
Option type: Call
Strike price: 56.00 EUR
Maturity: 21/06/2024
Issue date: 20/06/2023
Last trading day: 20/06/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 119.66
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.28
Parity: -0.34
Time value: 0.04
Break-even: 56.44
Moneyness: 0.94
Premium: 0.07
Premium p.a.: 2.35
Spread abs.: 0.02
Spread %: 51.72%
Delta: 0.21
Theta: -0.03
Omega: 25.46
Rho: 0.01
 

Quote data

Open: 0.021
High: 0.021
Low: 0.016
Previous Close: 0.029
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+166.67%
1 Month
  -20.00%
3 Months
  -91.11%
YTD
  -96.52%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.029 0.006
1M High / 1M Low: 0.055 0.006
6M High / 6M Low: 0.610 0.006
High (YTD): 09/01/2024 0.480
Low (YTD): 24/05/2024 0.006
52W High: - -
52W Low: - -
Avg. price 1W:   0.016
Avg. volume 1W:   0.000
Avg. price 1M:   0.025
Avg. volume 1M:   0.000
Avg. price 6M:   0.222
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   1,239.26%
Volatility 6M:   560.11%
Volatility 1Y:   -
Volatility 3Y:   -