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BNP Paribas Call 2 RR/ 21.06.2024/  DE000PN7L2L8  /

Frankfurt Zert./BNP
2024-05-21  5:21:05 PM Chg.-0.030 Bid5:27:12 PM Ask5:27:12 PM Underlying Strike price Expiration date Option type
2.730EUR -1.09% 2.730
Bid Size: 10,000		 2.750
Ask Size: 10,000		 Rolls-Royce Holdings... 2.00 GBP 2024-06-21 Call
 

Master data

WKN: PN7L2L
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Rolls-Royce Holdings PLC ORD SHS 20P
Type: Warrant
Option type: Call
Strike price: 2.00 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: 1.83
Leverage: Yes

Calculated values

Fair value: 2.71
Intrinsic value: 2.70
Implied volatility: 1.78
Historic volatility: 0.42
Parity: 2.70
Time value: 0.06
Break-even: 5.10
Moneyness: 2.15
Premium: 0.01
Premium p.a.: 0.15
Spread abs.: 0.02
Spread %: 0.73%
Delta: 0.96
Theta: 0.00
Omega: 1.75
Rho: 0.00
 

Quote data

Open: 2.790
High: 2.790
Low: 2.710
Previous Close: 2.760
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+5.81%
1 Month  
+19.21%
3 Months  
+73.89%
YTD  
+118.40%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.760 2.570
1M High / 1M Low: 2.760 2.380
6M High / 6M Low: 2.760 0.640
High (YTD): 2024-05-20 2.760
Low (YTD): 2024-01-05 1.200
52W High: - -
52W Low: - -
Avg. price 1W:   2.628
Avg. volume 1W:   0.000
Avg. price 1M:   2.561
Avg. volume 1M:   0.000
Avg. price 6M:   1.790
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   55.60%
Volatility 6M:   69.23%
Volatility 1Y:   -
Volatility 3Y:   -