BNP Paribas Call 44 FRA 21.06.2024
/ DE000PN4ZAH9
BNP Paribas Call 44 FRA 21.06.202.../ DE000PN4ZAH9 /
| 5/15/2024 1:21:08 PM |
Chg.+0.130 |
Bid5/15/2024 |
Ask5/15/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.820EUR |
+18.84% |
0.820
Bid Size: 10,000 |
0.840
Ask Size: 10,000 |
FRAPORT AG FFM.AIRPO... |
44.00 EUR |
6/21/2024 |
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: |
6/21/2024 |
| Issue date: |
6/20/2023 |
| Last trading day: |
6/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.69 |
| Intrinsic value: |
0.66 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.29 |
| Parity: |
0.66 |
| Time value: |
0.07 |
| Break-even: |
51.30 |
| Moneyness: |
1.15 |
| Premium: |
0.01 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.03 |
| Spread %: |
4.29% |
| Delta: |
0.86 |
| Theta: |
-0.02 |
| Omega: |
5.98 |
| Rho: |
0.04 |
Quote data
| Open: |
0.710 |
| High: |
0.820 |
| Low: |
0.710 |
| Previous Close: |
0.690 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+51.85% |
| 1 Month |
|
|
+141.18% |
| 3 Months |
|
|
-16.33% |
| YTD |
|
|
-35.94% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.690 |
0.450 |
| 1M High / 1M Low: |
0.690 |
0.340 |
| 6M High / 6M Low: |
1.470 |
0.340 |
| High (YTD): |
1/10/2024 |
1.330 |
| Low (YTD): |
4/16/2024 |
0.340 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.544 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.471 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.938 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
174.39% |
| Volatility 6M: |
|
126.97% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
