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BNP Paribas Call 88 NEM 21.06.202.../  DE000PZ1ETX3  /

Frankfurt Zert./BNP
2024-06-20  11:20:57 AM Chg.+0.010 Bid12:15:02 PM Ask12:15:02 PM Underlying Strike price Expiration date Option type
0.350EUR +2.94% 0.370
Bid Size: 8,109		 0.410
Ask Size: 7,318		 NEMETSCHEK SE O.N. 88.00 EUR 2024-06-21 Call
 

Master data

WKN: PZ1ETX
Issuer: BNP PARIBAS
Currency: EUR
Underlying: NEMETSCHEK SE O.N.
Type: Warrant
Option type: Call
Strike price: 88.00 EUR
Maturity: 2024-06-21
Issue date: 2023-11-15
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 23.37
Leverage: Yes

Calculated values

Fair value: 0.32
Intrinsic value: 0.32
Implied volatility: 1.03
Historic volatility: 0.31
Parity: 0.32
Time value: 0.08
Break-even: 91.90
Moneyness: 1.04
Premium: 0.01
Premium p.a.: 18.91
Spread abs.: 0.05
Spread %: 14.71%
Delta: 0.75
Theta: -0.78
Omega: 17.59
Rho: 0.00
 

Quote data

Open: 0.350
High: 0.390
Low: 0.350
Previous Close: 0.340
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -30.00%
1 Month  
+9.38%
3 Months
  -49.28%
YTD
  -27.08%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.500 0.290
1M High / 1M Low: 0.920 0.076
6M High / 6M Low: 0.980 0.076
High (YTD): 2024-02-09 0.980
Low (YTD): 2024-05-31 0.076
52W High: - -
52W Low: - -
Avg. price 1W:   0.364
Avg. volume 1W:   0.000
Avg. price 1M:   0.425
Avg. volume 1M:   0.000
Avg. price 6M:   0.503
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   969.77%
Volatility 6M:   470.30%
Volatility 1Y:   -
Volatility 3Y:   -