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BNP Paribas Call 85 HEN3 19.12.20.../  DE000PN65H50  /

Frankfurt Zert./BNP
2024-09-20  9:20:16 PM Chg.-0.020 Bid9:48:13 PM Ask9:48:13 PM Underlying Strike price Expiration date Option type
0.520EUR -3.70% 0.530
Bid Size: 10,000		 0.550
Ask Size: 10,000		 HENKEL AG+CO.KGAA VZ... 85.00 - 2025-12-19 Call
 

Master data

WKN: PN65H5
Issuer: BNP PARIBAS
Currency: EUR
Underlying: HENKEL AG+CO.KGAA VZO
Type: Warrant
Option type: Call
Strike price: 85.00 -
Maturity: 2025-12-19
Issue date: 2023-08-11
Last trading day: 2025-12-18
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 14.55
Leverage: Yes

Calculated values

Fair value: 0.56
Intrinsic value: 0.00
Implied volatility: 0.15
Historic volatility: 0.16
Parity: -0.35
Time value: 0.56
Break-even: 90.60
Moneyness: 0.96
Premium: 0.11
Premium p.a.: 0.09
Spread abs.: 0.02
Spread %: 3.70%
Delta: 0.53
Theta: -0.01
Omega: 7.78
Rho: 0.47
 

Quote data

Open: 0.540
High: 0.570
Low: 0.510
Previous Close: 0.540
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+1.96%
1 Month  
+4.00%
3 Months
  -35.00%
YTD  
+40.54%
1 Year  
+85.71%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.540 0.490
1M High / 1M Low: 0.670 0.490
6M High / 6M Low: 0.970 0.250
High (YTD): 2024-06-10 0.970
Low (YTD): 2024-03-04 0.200
52W High: 2024-06-10 0.970
52W Low: 2024-03-04 0.200
Avg. price 1W:   0.512
Avg. volume 1W:   0.000
Avg. price 1M:   0.570
Avg. volume 1M:   0.000
Avg. price 6M:   0.601
Avg. volume 6M:   0.000
Avg. price 1Y:   0.463
Avg. volume 1Y:   0.000
Volatility 1M:   73.18%
Volatility 6M:   126.91%
Volatility 1Y:   119.92%
Volatility 3Y:   -