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BNP Paribas Call 200 HON 21.06.20.../  DE000PN4D1Q2  /

EUWAX
2024-06-04  8:21:49 AM Chg.-0.090 Bid9:10:54 PM Ask9:10:54 PM Underlying Strike price Expiration date Option type
0.450EUR -16.67% 0.790
Bid Size: 3,798		 0.800
Ask Size: 3,750		 Honeywell Internatio... 200.00 USD 2024-06-21 Call
 

Master data

WKN: PN4D1Q
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Honeywell International Inc
Type: Warrant
Option type: Call
Strike price: 200.00 USD
Maturity: 2024-06-21
Issue date: 2023-06-06
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 37.88
Leverage: Yes

Calculated values

Fair value: 0.38
Intrinsic value: 0.23
Implied volatility: 0.22
Historic volatility: 0.14
Parity: 0.23
Time value: 0.26
Break-even: 188.26
Moneyness: 1.01
Premium: 0.01
Premium p.a.: 0.35
Spread abs.: 0.01
Spread %: 2.08%
Delta: 0.63
Theta: -0.11
Omega: 23.69
Rho: 0.05
 

Quote data

Open: 0.450
High: 0.450
Low: 0.450
Previous Close: 0.540
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.25%
1 Month  
+87.50%
3 Months
  -46.43%
YTD
  -75.27%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.540 0.190
1M High / 1M Low: 0.840 0.190
6M High / 6M Low: 1.820 0.190
High (YTD): 2024-01-02 1.790
Low (YTD): 2024-05-30 0.190
52W High: - -
52W Low: - -
Avg. price 1W:   0.378
Avg. volume 1W:   0.000
Avg. price 1M:   0.478
Avg. volume 1M:   0.000
Avg. price 6M:   0.870
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   514.14%
Volatility 6M:   278.12%
Volatility 1Y:   -
Volatility 3Y:   -