BNP Paribas Call 56 FRA 21.06.2024
/ DE000PN4ZAM9
BNP Paribas Call 56 FRA 21.06.202.../ DE000PN4ZAM9 /
| 31/05/2024 08:12:37 |
Chg.-0.009 |
Bid09:36:03 |
Ask09:36:03 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.021EUR |
-30.00% |
0.016
Bid Size: 30,000 |
0.036
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: |
0.021 |
| Previous Close: |
0.030 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+250.00% |
| 1 Month |
|
|
+5.00% |
| 3 Months |
|
|
-87.65% |
| YTD |
|
|
-95.43% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.030 |
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: |
|
0.020 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.026 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.223 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,308.06% |
| Volatility 6M: |
|
590.41% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
