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BNP Paribas Call 70 NDA 20.12.202.../  DE000PN74R24  /

Frankfurt Zert./BNP
2024-09-20  9:20:22 PM Chg.-0.820 Bid9:54:32 PM Ask9:54:32 PM Underlying Strike price Expiration date Option type
3.800EUR -17.75% 3.800
Bid Size: 790		 3.920
Ask Size: 766		 AURUBIS AG 70.00 - 2024-12-20 Call
 

Master data

WKN: PN74R2
Issuer: BNP PARIBAS
Currency: EUR
Underlying: AURUBIS AG
Type: Warrant
Option type: Call
Strike price: 70.00 -
Maturity: 2024-12-20
Issue date: 2023-09-06
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: European
Quanto: -
Gearing: 17.88
Leverage: Yes

Calculated values

Fair value: 4.78
Intrinsic value: 0.10
Implied volatility: 0.26
Historic volatility: 0.32
Parity: 0.10
Time value: 3.82
Break-even: 73.92
Moneyness: 1.00
Premium: 0.05
Premium p.a.: 0.24
Spread abs.: 0.12
Spread %: 3.16%
Delta: 0.56
Theta: -0.02
Omega: 9.94
Rho: 0.09
 

Quote data

Open: 4.580
High: 4.580
Low: 3.780
Previous Close: 4.620
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+32.87%
1 Month  
+30.14%
3 Months
  -33.80%
YTD
  -35.04%
1 Year
  -26.07%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.620 2.980
1M High / 1M Low: 4.620 2.390
6M High / 6M Low: 6.840 1.910
High (YTD): 2024-07-10 6.840
Low (YTD): 2024-03-05 1.760
52W High: 2023-11-15 6.960
52W Low: 2024-03-05 1.760
Avg. price 1W:   3.720
Avg. volume 1W:   0.000
Avg. price 1M:   3.114
Avg. volume 1M:   0.000
Avg. price 6M:   4.767
Avg. volume 6M:   .586
Avg. price 1Y:   4.794
Avg. volume 1Y:   .294
Volatility 1M:   175.89%
Volatility 6M:   146.90%
Volatility 1Y:   122.92%
Volatility 3Y:   -