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BNP Paribas Call 60 BSN 20.09.202.../  DE000PN8XPX0  /

Frankfurt Zert./BNP
2024-06-24  7:20:25 PM Chg.0.000 Bid2024-06-24 Ask2024-06-24 Underlying Strike price Expiration date Option type
0.160EUR 0.00% 0.160
Bid Size: 15,200		 0.200
Ask Size: 15,200		 DANONE S.A. EO -,25 60.00 EUR 2024-09-20 Call
 

Master data

WKN: PN8XPX
Issuer: BNP PARIBAS
Currency: EUR
Underlying: DANONE S.A. EO -,25
Type: Warrant
Option type: Call
Strike price: 60.00 EUR
Maturity: 2024-09-20
Issue date: 2023-09-27
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 29.27
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.13
Parity: -0.15
Time value: 0.20
Break-even: 62.00
Moneyness: 0.98
Premium: 0.06
Premium p.a.: 0.27
Spread abs.: 0.04
Spread %: 25.00%
Delta: 0.46
Theta: -0.02
Omega: 13.45
Rho: 0.06
 

Quote data

Open: 0.160
High: 0.190
Low: 0.160
Previous Close: 0.160
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -36.00%
1 Month
  -27.27%
3 Months
  -33.33%
YTD
  -42.86%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.250 0.120
1M High / 1M Low: 0.250 0.120
6M High / 6M Low: 0.460 0.110
High (YTD): 2024-01-29 0.460
Low (YTD): 2024-04-10 0.110
52W High: - -
52W Low: - -
Avg. price 1W:   0.190
Avg. volume 1W:   0.000
Avg. price 1M:   0.215
Avg. volume 1M:   0.000
Avg. price 6M:   0.272
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   262.54%
Volatility 6M:   182.48%
Volatility 1Y:   -
Volatility 3Y:   -