OverviewChartNewsTraderScreen

BNP Paribas Call 700 BLK 21.06.20.../  DE000PN21TB0  /

EUWAX
2024-06-11  9:05:47 AM Chg.-0.010 Bid10:05:17 AM Ask10:05:17 AM Underlying Strike price Expiration date Option type
0.620EUR -1.59% 0.610
Bid Size: 5,000		 -
Ask Size: -		 BlackRock Inc 700.00 USD 2024-06-21 Call
 

Master data

WKN: PN21TB
Issuer: BNP PARIBAS
Currency: EUR
Underlying: BlackRock Inc
Type: Warrant
Option type: Call
Strike price: 700.00 USD
Maturity: 2024-06-21
Issue date: 2023-05-08
Last trading day: 2024-06-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 11.30
Leverage: Yes

Calculated values

Fair value: 0.62
Intrinsic value: 0.61
Implied volatility: 0.34
Historic volatility: 0.18
Parity: 0.61
Time value: 0.02
Break-even: 713.35
Moneyness: 1.09
Premium: 0.00
Premium p.a.: 0.08
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.95
Theta: -0.27
Omega: 10.73
Rho: 0.17
 

Quote data

Open: 0.620
High: 0.620
Low: 0.620
Previous Close: 0.630
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.14%
1 Month
  -28.74%
3 Months
  -54.41%
YTD
  -52.67%
1 Year
  -15.07%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.810 0.630
1M High / 1M Low: 1.080 0.530
6M High / 6M Low: 1.410 0.530
High (YTD): 2024-03-22 1.410
Low (YTD): 2024-05-30 0.530
52W High: 2024-03-22 1.410
52W Low: 2023-10-31 0.210
Avg. price 1W:   0.724
Avg. volume 1W:   0.000
Avg. price 1M:   0.818
Avg. volume 1M:   0.000
Avg. price 6M:   1.004
Avg. volume 6M:   0.000
Avg. price 1Y:   0.802
Avg. volume 1Y:   0.000
Volatility 1M:   187.11%
Volatility 6M:   131.98%
Volatility 1Y:   130.61%
Volatility 3Y:   -