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BNP Paribas Call 80 HEN3 19.12.20.../  DE000PN65H35  /

Frankfurt Zert./BNP
2024-06-19  11:20:33 AM Chg.-0.040 Bid2024-06-19 Ask2024-06-19 Underlying Strike price Expiration date Option type
1.100EUR -3.51% 1.100
Bid Size: 36,500		 1.110
Ask Size: 36,500		 HENKEL AG+CO.KGAA VZ... 80.00 - 2025-12-19 Call
 

Master data

WKN: PN65H3
Issuer: BNP PARIBAS
Currency: EUR
Underlying: HENKEL AG+CO.KGAA VZO
Type: Warrant
Option type: Call
Strike price: 80.00 -
Maturity: 2025-12-19
Issue date: 2023-08-11
Last trading day: 2025-12-18
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 7.19
Leverage: Yes

Calculated values

Fair value: 1.06
Intrinsic value: 0.34
Implied volatility: 0.19
Historic volatility: 0.16
Parity: 0.34
Time value: 0.82
Break-even: 91.60
Moneyness: 1.04
Premium: 0.10
Premium p.a.: 0.06
Spread abs.: 0.02
Spread %: 1.75%
Delta: 0.70
Theta: -0.01
Omega: 5.05
Rho: 0.71
 

Quote data

Open: 1.140
High: 1.140
Low: 1.100
Previous Close: 1.140
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -12.00%
1 Month
  -4.35%
3 Months  
+124.49%
YTD  
+111.54%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.250 1.110
1M High / 1M Low: 1.260 1.050
6M High / 6M Low: 1.260 0.300
High (YTD): 2024-06-10 1.260
Low (YTD): 2024-03-04 0.300
52W High: - -
52W Low: - -
Avg. price 1W:   1.172
Avg. volume 1W:   0.000
Avg. price 1M:   1.153
Avg. volume 1M:   0.000
Avg. price 6M:   0.639
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   61.62%
Volatility 6M:   126.23%
Volatility 1Y:   -
Volatility 3Y:   -