BNP Paribas Call 46 FRA 21.06.2024
/ DE000PN4ZAJ5
BNP Paribas Call 46 FRA 21.06.202.../ DE000PN4ZAJ5 /
| 15/05/2024 18:09:25 |
Chg.+0.110 |
Bid22:00:43 |
Ask22:00:43 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.630EUR |
+21.15% |
-
Bid Size: - |
-
Ask Size: - |
FRAPORT AG FFM.AIRPO... |
46.00 EUR |
21/06/2024 |
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: |
21/06/2024 |
| Issue date: |
20/06/2023 |
| Last trading day: |
20/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.51 |
| Intrinsic value: |
0.46 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.29 |
| Parity: |
0.46 |
| Time value: |
0.09 |
| Break-even: |
51.50 |
| Moneyness: |
1.10 |
| Premium: |
0.02 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.03 |
| Spread %: |
5.77% |
| Delta: |
0.81 |
| Theta: |
-0.03 |
| Omega: |
7.41 |
| Rho: |
0.04 |
Quote data
| Open: |
0.530 |
| High: |
0.630 |
| Low: |
0.530 |
| Previous Close: |
0.520 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+57.50% |
| 1 Month |
|
|
+142.31% |
| 3 Months |
|
|
-23.17% |
| YTD |
|
|
-43.75% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.520 |
0.310 |
| 1M High / 1M Low: |
0.520 |
0.240 |
| 6M High / 6M Low: |
1.310 |
0.240 |
| High (YTD): |
10/01/2024 |
1.160 |
| Low (YTD): |
16/04/2024 |
0.240 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.392 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.340 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.787 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
230.56% |
| Volatility 6M: |
|
155.74% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
