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BNP Paribas Call 2.2 RR/ 21.06.20.../  DE000PN7L2M6  /

Frankfurt Zert./BNP
2024-05-21  11:21:06 AM Chg.-0.040 Bid11:49:25 AM Ask11:49:25 AM Underlying Strike price Expiration date Option type
2.480EUR -1.59% 2.490
Bid Size: 10,000		 2.510
Ask Size: 10,000		 Rolls-Royce Holdings... 2.20 GBP 2024-06-21 Call
 

Master data

WKN: PN7L2M
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Rolls-Royce Holdings PLC ORD SHS 20P
Type: Warrant
Option type: Call
Strike price: 2.20 GBP
Maturity: 2024-06-21
Issue date: 2023-08-21
Last trading day: 2024-06-20
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 2.00
Leverage: Yes

Calculated values

Fair value: 2.47
Intrinsic value: 2.47
Implied volatility: 1.54
Historic volatility: 0.42
Parity: 2.47
Time value: 0.05
Break-even: 5.09
Moneyness: 1.96
Premium: 0.01
Premium p.a.: 0.14
Spread abs.: 0.02
Spread %: 0.80%
Delta: 0.96
Theta: 0.00
Omega: 1.92
Rho: 0.00
 

Quote data

Open: 2.560
High: 2.560
Low: 2.480
Previous Close: 2.520
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+5.53%
1 Month  
+20.39%
3 Months  
+83.70%
YTD  
+136.19%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.520 2.340
1M High / 1M Low: 2.520 2.150
6M High / 6M Low: 2.520 0.510
High (YTD): 2024-05-20 2.520
Low (YTD): 2024-01-03 1.000
52W High: - -
52W Low: - -
Avg. price 1W:   2.396
Avg. volume 1W:   0.000
Avg. price 1M:   2.331
Avg. volume 1M:   0.000
Avg. price 6M:   1.579
Avg. volume 6M:   475.748
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   60.56%
Volatility 6M:   79.78%
Volatility 1Y:   -
Volatility 3Y:   -