BNP Paribas Call 46 FRA 21.06.2024
/ DE000PN4ZAJ5
BNP Paribas Call 46 FRA 21.06.202.../ DE000PN4ZAJ5 /
| 2024-06-03 9:20:18 PM |
Chg.+0.070 |
Bid9:45:17 PM |
Ask9:45:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.760EUR |
+10.14% |
0.770
Bid Size: 3,897 |
0.820
Ask Size: 3,659 |
FRAPORT AG FFM.AIRPO... |
46.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
PN4ZAJ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
FRAPORT AG FFM.AIRPORT |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
46.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-06-20 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.72 |
| Intrinsic value: |
0.71 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.28 |
| Parity: |
0.71 |
| Time value: |
0.04 |
| Break-even: |
53.50 |
| Moneyness: |
1.15 |
| Premium: |
0.01 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.05 |
| Spread %: |
7.14% |
| Delta: |
0.90 |
| Theta: |
-0.03 |
| Omega: |
6.37 |
| Rho: |
0.02 |
Quote data
| Open: |
0.710 |
| High: |
0.810 |
| Low: |
0.710 |
| Previous Close: |
0.690 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.92% |
| 1 Month |
|
|
+100.00% |
| 3 Months |
|
|
+15.15% |
| YTD |
|
|
-32.14% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.690 |
0.540 |
| 1M High / 1M Low: |
0.710 |
0.310 |
| 6M High / 6M Low: |
1.300 |
0.240 |
| High (YTD): |
2024-01-10 |
1.160 |
| Low (YTD): |
2024-04-16 |
0.240 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.626 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.530 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.751 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
264.44% |
| Volatility 6M: |
|
163.09% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
