BNP Paribas Call 46 FRA 21.06.2024
/ DE000PN4ZAJ5
BNP Paribas Call 46 FRA 21.06.202.../ DE000PN4ZAJ5 /
| 2024-05-28 11:06:15 AM |
Chg.+0.040 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.690EUR |
+6.15% |
-
Bid Size: - |
-
Ask Size: - |
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: |
7.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.65 |
| Intrinsic value: |
0.64 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.28 |
| Parity: |
0.64 |
| Time value: |
0.06 |
| Break-even: |
52.90 |
| Moneyness: |
1.14 |
| Premium: |
0.01 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.04 |
| Spread %: |
6.15% |
| Delta: |
0.87 |
| Theta: |
-0.03 |
| Omega: |
6.61 |
| Rho: |
0.03 |
Quote data
| Open: |
0.650 |
| High: |
0.690 |
| Low: |
0.650 |
| Previous Close: |
0.650 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+23.21% |
| 1 Month |
|
|
+91.67% |
| 3 Months |
|
|
-5.48% |
| YTD |
|
|
-38.39% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.690 |
0.490 |
| 1M High / 1M Low: |
0.710 |
0.310 |
| 6M High / 6M Low: |
1.310 |
0.240 |
| High (YTD): |
2024-01-10 |
1.160 |
| Low (YTD): |
2024-04-16 |
0.240 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.588 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.500 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.763 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
262.21% |
| Volatility 6M: |
|
167.92% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
