BNP Paribas Call 360 DCO 21.06.20.../  DE000PZ14SJ4  /

EUWAX
2024-05-31  1:00:06 PM Chg.+0.34 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
1.32EUR +34.69% -
Bid Size: -
-
Ask Size: -
DEERE CO. ... 360.00 - 2024-06-21 Call
 

Master data

WKN: PZ14SJ
Issuer: BNP PARIBAS
Currency: EUR
Underlying: DEERE CO. DL 1
Type: Warrant
Option type: Call
Strike price: 360.00 -
Maturity: 2024-06-21
Issue date: 2023-12-05
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 20.32
Leverage: Yes

Calculated values

Fair value: 0.21
Intrinsic value: 0.00
Implied volatility: 0.71
Historic volatility: 0.21
Parity: -1.46
Time value: 1.70
Break-even: 377.00
Moneyness: 0.96
Premium: 0.09
Premium p.a.: 3.93
Spread abs.: 0.02
Spread %: 1.19%
Delta: 0.44
Theta: -0.58
Omega: 8.92
Rho: 0.07
 

Quote data

Open: 1.23
High: 1.32
Low: 1.23
Previous Close: 0.98
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -38.89%
1 Month
  -70.99%
3 Months
  -46.12%
YTD
  -76.34%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.69 0.98
1M High / 1M Low: 5.25 0.98
6M High / 6M Low: - -
High (YTD): 2024-01-02 5.79
Low (YTD): 2024-05-30 0.98
52W High: - -
52W Low: - -
Avg. price 1W:   1.39
Avg. volume 1W:   0.00
Avg. price 1M:   3.47
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   253.91%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -