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BNP Paribas Call 44 FRA 21.06.202.../  DE000PN4ZAH9  /

Frankfurt Zert./BNP
2024-05-29  9:20:53 AM Chg.+0.010 Bid9:22:55 AM Ask9:22:55 AM Underlying Strike price Expiration date Option type
0.740EUR +1.37% 0.760
Bid Size: 10,000		 0.780
Ask Size: 10,000		 FRAPORT AG FFM.AIRPO... 44.00 EUR 2024-06-21 Call
 

Master data

WKN: PN4ZAH
Issuer: BNP PARIBAS
Currency: EUR
Underlying: FRAPORT AG FFM.AIRPORT
Type: Warrant
Option type: Call
Strike price: 44.00 EUR
Maturity: 2024-06-21
Issue date: 2023-06-20
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.95
Leverage: Yes

Calculated values

Fair value: 0.85
Intrinsic value: 0.84
Implied volatility: 0.55
Historic volatility: 0.28
Parity: 0.84
Time value: 0.05
Break-even: 52.80
Moneyness: 1.19
Premium: 0.01
Premium p.a.: 0.14
Spread abs.: 0.03
Spread %: 3.53%
Delta: 0.91
Theta: -0.03
Omega: 5.39
Rho: 0.03
 

Quote data

Open: 0.740
High: 0.740
Low: 0.740
Previous Close: 0.730
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+1.37%
1 Month  
+45.10%
3 Months
  -17.78%
YTD
  -42.19%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.850 0.680
1M High / 1M Low: 0.900 0.450
6M High / 6M Low: 1.470 0.340
High (YTD): 2024-01-10 1.330
Low (YTD): 2024-04-16 0.340
52W High: - -
52W Low: - -
Avg. price 1W:   0.742
Avg. volume 1W:   0.000
Avg. price 1M:   0.656
Avg. volume 1M:   0.000
Avg. price 6M:   0.915
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   208.56%
Volatility 6M:   136.98%
Volatility 1Y:   -
Volatility 3Y:   -